Hello guys,
I am still confused about the number of lags to be used for the Panel Granger Causality Test.
Can any one please help me?
Thank you in advance.
Search found 4 matches
- Mon Jan 09, 2017 9:30 am
- Forum: Econometric Discussions
- Topic: Panel Granger Causality Test
- Replies: 0
- Views: 5943
- Wed Jan 04, 2017 6:32 am
- Forum: Econometric Discussions
- Topic: Cointegration
- Replies: 0
- Views: 6086
Cointegration
Hi everyone,
I know that cointegration between two variables implies a long run relationship between them.
But how should I interprete it? What does the long run relationship really means?
Thank you in advance.
I know that cointegration between two variables implies a long run relationship between them.
But how should I interprete it? What does the long run relationship really means?
Thank you in advance.
- Tue Jan 03, 2017 1:29 pm
- Forum: Econometric Discussions
- Topic: Re:Panel Cointegration
- Replies: 4
- Views: 7076
Re: Re:Panel Cointegration
Thank you jmagomez.
But isn't I(0), I(1) similar to D(0), D(1)?
But isn't I(0), I(1) similar to D(0), D(1)?
- Sat Dec 31, 2016 1:59 am
- Forum: Econometric Discussions
- Topic: Re:Panel Cointegration
- Replies: 4
- Views: 7076
Re:Panel Cointegration
Hello guys, I have a very important question and I need a quick response. I have performed the pedroni cointegration the on an I(0) and an I(1) variable and the results showed that cointegration does exist. But is it really possible to have cointegration between I(1) and I(0) variables ? Thank you i...