Search found 4 matches
- Tue Nov 26, 2024 11:53 am
- Forum: Estimation
- Topic: Symmetry and cusum test in NARDL model
- Replies: 6
- Views: 43958
Re: Symmetry and cusum test in NARDL model
Thank you very much Mirza
- Sat Nov 23, 2024 10:58 am
- Forum: Estimation
- Topic: Symmetry and cusum test in NARDL model
- Replies: 6
- Views: 43958
Re: Symmetry and cusum test in NARDL model
Hi Mirza, Thanks for fixing the 1st issue. Concerning the 2nd issue I'm afraid I wasn't clear. I run the NARDL model for the whole sample period (01/01/1996-31/12/2023) and I include a dummy that takes the value 0 and 1 before and after a specific date, e.g. T1. The plot of the cusum test does not s...
- Fri Nov 15, 2024 10:48 am
- Forum: Estimation
- Topic: Symmetry and cusum test in NARDL model
- Replies: 6
- Views: 43958
Re: Symmetry and cusum test in NARDL model
Hi Mirza,
Please find attached the workfile.
Thank you
Please find attached the workfile.
Thank you
- Wed Nov 13, 2024 1:13 pm
- Forum: Estimation
- Topic: Symmetry and cusum test in NARDL model
- Replies: 6
- Views: 43958
Symmetry and cusum test in NARDL model
Dear All, I am facing two issues with a NARDL Model: 1. When I run the symmetry test I get a near singular matrix error. I don't face any issue with the estimation of the model but only with the symmetry test. 2. The cusum and cusums tests give me results for a specific period of time and not for th...