If I've found that yt and xt, which are both I(1), are cointegrated, what regression would I run?
Related Posts with Cointegration in time series regression
nlcom after elastic net?Hi! I have used the user-written cvlasso (Ahrens, A., Hansen, C.B., Schaffer, M.E. 2018. cvlasso: Pr…
Did Stata 15 Change Loops?I just updated to Stata 15 and now a code I consistently use is broken. Have I overlooked something …
Creating a Panel and Column namesHi, How could get the first row first Column: Germany to become a panel (so to match each observati…
Advice on calculating weighted variable by lagged variableDear Statalists, Even though I went through many related discussions and read many papers about thi…
A question on insheetjson - Keep getting "Invalid column name/selector" error message when using -insheetjson-I am trying to get some data from the API of American Community Survey by using insheetjson. But whe…
Subscribe to:
Post Comments (Atom)
0 Response to Cointegration in time series regression
Post a Comment