Search found 10 matches

by honeygupta
Wed Jan 06, 2016 11:12 am
Forum: Econometric Discussions
Topic: process for multi cointegration
Replies: 0
Views: 2692

process for multi cointegration

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
by honeygupta
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...
by honeygupta
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 ...
by honeygupta
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
by honeygupta
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...
by honeygupta
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...
by honeygupta
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.
by honeygupta
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.
by honeygupta
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

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