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Hello, if you want to remove autocorrelation in a model, there are one out of the 3 basic things you could do: Run a general-to-specific model, or change the dynamic specification of the model or add sufficient lags to both the dependent and independent variables. Moreso, bear in mind that Durbin wa...

This is a case of a spurious regression result! You need to run a unit root test on each of your variables before carrying out any further diagonistic test and regression

Hello All,

Please, how do we identify the variables meant for mean equation and variables for variance equation using ARCH and GARCH in eviews?

Hello, What you need to do is to have one over-parametrized ECM model, from which you have to delete the insignificant variables using general to specific method until you arrive at a parsimonious model.

Hello, The choice of variables you could use in your model determines your theoretical framework. You could have two different models that you will have to regress (1)GDP growth rates on your choice public debt variables and the second(2) will have proxy variable for fiscal policy that you will regr...

If your variables are integrated at the order I(0) at their level forms, there is no point conducting co-integration test