Search found 4 matches

by danishussalam
Sun Aug 03, 2014 1:37 pm
Forum: Econometric Discussions
Topic: How Important are p-values in an ARDL Model?
Replies: 0
Views: 2381

How Important are p-values in an ARDL Model?

Dear All, I am working on how infrastructure (roads, gas, electricity and telephone) affects employment in those particular sectors. My ARDL model satisfies all tests (bound-testing, normality, serial correlation, cusum, cusumsq, heteroskedasticity). The only concern is the non-significance of p-val...
by danishussalam
Tue Jul 29, 2014 1:54 pm
Forum: Econometric Discussions
Topic: ARDL - A unique question
Replies: 0
Views: 2228

ARDL - A unique question

Hello All, Let's say I estimate an ARDL model of the following type d(emp_t) c @trend emp_t(-1) lnroad(-1) d(emp_t(-1)) d(lnroad(-1)) , the coefficient of emp_t(-1) was b/w -1 and 0 and also the f-stat of c(3) and c(4) was greater than the upper bound value. Now I save the residual of the above equa...
by danishussalam
Tue Jul 22, 2014 10:47 am
Forum: Econometric Discussions
Topic: Ordering of VAR Variables
Replies: 0
Views: 2474

Ordering of VAR Variables

Hello all, I have a quick question on the ordering of VAR variables. The variables I have include govt spending, real gdp, private consumption, inflation rate and debt to gdp ratio. Is this order correct? I shall later replace govt spending with other components of govt spending for instance public ...
by danishussalam
Tue Jul 15, 2014 12:06 am
Forum: Econometric Discussions
Topic: Some Time Series Questions
Replies: 1
Views: 3869

Some Time Series Questions

Dear all, Would really appreciate if someone can answer: I am working on a report the aim of which is to investigate the link b/w infrastructure and job creation. My data variables are roads (KM) , electricity generation (GHW) and gas generation. Whereas job creation variables include unemployment r...

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