Search found 8 matches

by aawoad
Fri Jan 06, 2023 10:42 am
Forum: Econometric Discussions
Topic: Significance of impulse response VAR
Replies: 9
Views: 25047

Re: Significance of impulse response VAR

Hello everyone I have a question on the same matter What is the link between causality, PVAR findings, and impulse response (IRF) in PVAR? If the causality shows a significant bidirectional relationship between X and Y variables, do the IRF should reflect the same? Also, if the PVAR results show X h...
by aawoad
Wed Feb 24, 2021 2:02 am
Forum: Add-in Support
Topic: Spectral Granger Causality Test*
Replies: 14
Views: 51184

Re: Spectral Granger Causality Test*

Hello every one
Can I use this test for panel data?
by aawoad
Tue Jan 19, 2021 8:05 am
Forum: Add-in Support
Topic: CDtest (cross-sectional dependence test)
Replies: 10
Views: 60629

Re: CDtest (cross-sectional dependence test)

Hello
When I applied Residual Cross-Section Dependence Test on my unbalanced panel data (N=106, T=18), the finding for all types of tests are NA, could you please help?
Regards
by aawoad
Mon Dec 28, 2020 7:58 am
Forum: Estimation
Topic: Near singular matrix, PMG
Replies: 8
Views: 8442

Re: Near singular matrix, PMG

I agree with you, that what I thought, anyway, thanks a lot for help and spport
Regards
by aawoad
Mon Dec 28, 2020 7:42 am
Forum: Estimation
Topic: Near singular matrix, PMG
Replies: 8
Views: 8442

Re: Near singular matrix, PMG

I selected the same variables that you estimated today, but I selected ARDL/PMG. Could you please help?
by aawoad
Mon Dec 28, 2020 7:25 am
Forum: Estimation
Topic: Near singular matrix, PMG
Replies: 8
Views: 8442

Re: Near singular matrix, PMG

Hello
Thanks, but in my case what is problem with PMG?
Regards
by aawoad
Mon Dec 28, 2020 1:27 am
Forum: Estimation
Topic: Near singular matrix, PMG
Replies: 8
Views: 8442

Re: Near singular matrix, PMG

Dear , Sir
Attached you will find my reviews file, I want to estimate the following equation

CON1 CUR EDU FDI FIN2 INF2 GOE TR UNE Y1

Regards
by aawoad
Thu Dec 24, 2020 1:55 am
Forum: Estimation
Topic: Near singular matrix, PMG
Replies: 8
Views: 8442

Near singular matrix, PMG

Dear All
Greeting
I'm doing an estimation using PMG, my panel structure is T(2000-2019, N=78). I don't have any dummy variables, when u run PMG, I received "Near singular matrix". When I tried in STATA is working. What do you suggest?

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