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by ClaireO
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by Jennie_k
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Cointegration Analysis of Oil Industry
by diggetybo » Wed Feb 22, 2017 8:24 am » in Econometric Discussions - 0
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by diggetybo
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by bjammin
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Panel VECM Heteroskedasticity and Non-Normality
by JVallid » Tue Feb 21, 2017 4:55 am » in Econometric Discussions - 0
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by JVallid
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by startz
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Thu Feb 16, 2017 2:59 pm
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GARCH (1,1) out of sample forecast the right way Attachment(s)
by Ibrahim1985 » Wed Feb 15, 2017 7:52 pm » in Econometric Discussions - 0
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by Ibrahim1985
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Wed Feb 15, 2017 7:52 pm
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Sing restiction in VECM
by Manuel Rodriguez » Tue Feb 14, 2017 10:28 am » in Econometric Discussions - 0
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by Manuel Rodriguez
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by ajmair78
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by Manuel Rodriguez
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by McFeeney
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by shuchang
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ARDL lag selection and long run coefficients
by Laura.hodok » Wed Feb 08, 2017 8:50 am » in Econometric Discussions - 0
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by Laura.hodok
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by Max
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by louizabadis
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by aia
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ARDL cointegration and long run form.
by NipNip » Wed Feb 01, 2017 8:42 am » in Econometric Discussions - 0
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by NipNip
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Wed Feb 01, 2017 8:42 am
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join hypothesis unit root test Attachment(s)
by lynda mizi » Wed Feb 01, 2017 6:52 am » in Estimation - 0
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by lynda mizi
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Wed Feb 01, 2017 6:52 am
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Is there any Bugs/issues with the software?
by NipNip » Tue Jan 31, 2017 4:14 pm » in General Information and Tips and Tricks - 0
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by NipNip
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near singular matrix and estimated Panel ARDL Attachment(s)
by kafazi90 » Mon Jan 23, 2017 3:15 am » in Estimation - 0
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by kafazi90
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Mon Jan 23, 2017 3:15 am
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Suitable model for Pension studies and pensioners
by Liaqat » Sun Jan 15, 2017 3:23 am » in Econometric Discussions - 0
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by Liaqat
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panel data cross-sectional autocorrelation and slope homogeneity tests
by vasco66 » Fri Jan 13, 2017 9:31 am » in Econometric Discussions - 0
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by vasco66
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Fri Jan 13, 2017 9:31 am
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Critical Value for Cointegration test
by gpriest1412 » Fri Jan 13, 2017 1:06 am » in Econometric Discussions - 0
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by gpriest1412
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Fri Jan 13, 2017 1:06 am
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Near Singular Matrix Error Attachment(s)
by sana.a » Wed Jan 11, 2017 10:16 am » in Econometric Discussions - 0
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by yodish
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Mon Jan 09, 2017 9:30 am
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[VAR, Johansen] Using level or first difference.
by JMar » Sun Jan 08, 2017 11:48 am » in Econometric Discussions - 0
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by spiritz
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by Bablowski
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Sat Jan 07, 2017 11:31 am
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Menu tab "Cointegration Test Specification" contains errors in descriptions Attachment(s)
by mamo » Thu Jan 05, 2017 9:03 am » in Bug Reports - 0
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by mamo
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by yodish
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ARDL - Different Lags for Dynamic Regressors Attachment(s)
by Crushtank » Wed Dec 28, 2016 12:51 pm » in Econometric Discussions - 0
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by Crushtank
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Wed Dec 28, 2016 12:51 pm
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Cumulative IRF and Cumulative Fiscal Multipliers
by chala85 » Thu Dec 22, 2016 4:04 am » in Estimation - 0
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by DambaGhana
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by Alexander123
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by j235
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Tue Dec 20, 2016 6:10 am
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Autocorrelation in quantile regression
by jasmine_cam » Mon Dec 19, 2016 5:03 am » in Econometric Discussions - 0
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by jasmine_cam
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Mon Dec 19, 2016 5:03 am
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Day of the Week effect (Garch Model) Interpretation Attachment(s)
by kim_rasmi » Mon Dec 19, 2016 12:25 am » in Econometric Discussions - 0
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by kim_rasmi
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by Ara Makaryan
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by pablotillan
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Programming the seasonal adjustment of series
by tonach » Fri Dec 16, 2016 11:38 am » in Programming - 0
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by tonach
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Fri Dec 16, 2016 11:38 am
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Newey West (HAC) in unbalanced panel
by grumpynala » Thu Dec 15, 2016 11:38 am » in Econometric Discussions - 0
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by KrilleJ
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Applying Switching Regession to Garch Model
by saadallah » Mon Dec 12, 2016 3:55 am » in Programming - 0
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by saadallah
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by Ella
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Sat Dec 10, 2016 9:03 am
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serial correlation in panel data Attachment(s)
by Alexander123 » Thu Dec 08, 2016 4:47 am » in Econometric Discussions - 0
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by Alexander123
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Thu Dec 08, 2016 4:47 am
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arellano bond estimation Attachment(s)
by john1990 » Thu Dec 08, 2016 4:00 am » in Econometric Discussions - 0
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by john1990
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Thu Dec 08, 2016 4:00 am
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