hello,
i am working on unbalanced panel data on which variables are of different orders of integration I(0),I(1) and I(2).
I have studied that i can apply multi cointegration under this situation.please tell the procedure in eviews
thank in advance
Search found 10 matches
- Wed Jan 06, 2016 11:12 am
- Forum: Econometric Discussions
- Topic: process for multi cointegration
- Replies: 0
- Views: 2692
- Thu Oct 29, 2015 11:51 pm
- Forum: Econometric Discussions
- Topic: Estimating Cointegration with Exogenous Variables
- Replies: 2
- Views: 3648
Re: Estimating Cointegration with Exogenous Variables
Sir Please reply me
- Thu Oct 29, 2015 2:01 am
- Forum: Econometric Discussions
- Topic: Estimating Cointegration with Exogenous Variables
- Replies: 2
- Views: 3648
Re: Estimating Cointegration with Exogenous Variables
Hello Sir, I have a quarterly data of 6 countries for a period of 15 years with 11 explanatory variables. when i am proceeding to panel co-integration, only two type of test (kao and Fisher) is showing in software not Pedroni. And another problem is that when i am considering only these two test and...
- Sun Sep 13, 2015 11:52 pm
- Forum: Econometric Discussions
- Topic: panel data query
- Replies: 2
- Views: 4430
panel data query
i have 11 independent and 1 or 2 dependent variables for 6 countries from 1990 to 2014( annually) . please suggest can i apply fixed and randam effects model to this .(as i have studied some where that random effects can only be applied if cross section or country in my case should be more than the ...
- Thu Aug 06, 2015 10:26 pm
- Forum: Econometric Discussions
- Topic: generating missing values in starting and end of series
- Replies: 9
- Views: 8278
Re: generating missing values in starting and end of series
please reply, if you have some suggestion. this is really important for me
- Wed Aug 05, 2015 10:49 pm
- Forum: Econometric Discussions
- Topic: generating missing values in starting and end of series
- Replies: 9
- Views: 8278
Re: generating missing values in starting and end of series
sir , actually data of mostly variables are given after 1995 only annually and for some variables data is from 1988. so i decided to take data from 1990 to 2014 annualy to find impact of expenditure on gdp , national income and human development index(index was started from 1990 ,another reason to t...
- Wed Aug 05, 2015 11:47 am
- Forum: Econometric Discussions
- Topic: generating missing values in starting and end of series
- Replies: 9
- Views: 8278
Re: generating missing values in starting and end of series
I am going to see the impact of expenditures on economic growth so I want to apply var and ols for which we need minimum 20 to 25 years data. So, if through any methodology like back casting or something to make up data. Or is there any other tool available for 15 year data period. So data make up p...
- Wed Aug 05, 2015 11:31 am
- Forum: Econometric Discussions
- Topic: generating missing values in starting and end of series
- Replies: 9
- Views: 8278
Re: generating missing values in starting and end of series
Sir,
I really need answer to first question if you can help. I will be very grateful to you.
I really need answer to first question if you can help. I will be very grateful to you.
- Wed Aug 05, 2015 11:20 am
- Forum: Econometric Discussions
- Topic: generating missing values in starting and end of series
- Replies: 9
- Views: 8278
Re: generating missing values in starting and end of series
Sir ,
I have different variables like health expenditure and education of brics countries and data series is from 1990 to 2014. But values are missing from 1990 to 93 and from 2013-14.
I wanted to know how can I generate these missing value so that I can apply my tools.
I have different variables like health expenditure and education of brics countries and data series is from 1990 to 2014. But values are missing from 1990 to 93 and from 2013-14.
I wanted to know how can I generate these missing value so that I can apply my tools.
- Wed Aug 05, 2015 1:52 am
- Forum: Econometric Discussions
- Topic: generating missing values in starting and end of series
- Replies: 9
- Views: 8278
generating missing values in starting and end of series
hello
i am working over expenditure of countries . i am facing problem with data. under various variables values are not given in starting years and end years. how can i generate this please tell
i am working over expenditure of countries . i am facing problem with data. under various variables values are not given in starting years and end years. how can i generate this please tell
