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Hi there,

I do not seem to find the way for something very trivial. How to compute stuff for selected observations of a series? E.g. the series / page spans from 1980q1 to 2014q4, and wanted be its mean over until 2000q4.

Thanks a lot.

Thank you a lot for the quote, trubador! Maybe I was thinking a wrong direction with the spurious regression and falsely attributing a relationship between variables. Maybe a better direction to think about this is to look at the purpose of the VAR vs. VECM procedure, and eventual differencing or in...

Thanks for reply, trubador. For me personally your view is just fine. I do not blind look on econometric tests to see if variables have a meaningful relationship or not. My concern is because I seem to encounter everywhere the dictate to test for cointegration and consequently go to a VAR in level o...

Hi Guys, I have a bunch of I(1) and I(0) variables for which I want to use levels VAR. I mean, I skip the usual cointegration / VAR vs. VECM stuff. I get a stable VAR with serially independent residuals, although not normal. My questions: 1. I want to know what is the worst possible fail of not appl...