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
How to create observations for missing yearsHey, I want to create new observations for missing years. For example, I have data on wages and mont…
Special character in Variable labels (German "ä", "ö", "ü", ...)I'am importing a ".dta dataset created by another Software (maybe SAS) and everything workes fine, a…
2sls regressionGood afternoon. I have a dataset with these information: - education: dummy skilled/not skilled - A…
Effect of a policyHi there, I need to work out the effect of a policy that was introduced in 2007, which raises the to…
Missing Standard ErrorsHi Everyone, I am doing a Poisson regression (ppmlhdfe) with a specification using the Zipcode-spec…
Subscribe to:
Post Comments (Atom)
0 Response to Cointegration in time series regression
Post a Comment