Hello everyone,
Does anyone know how to do a granger test with a variable I(0) and a variable I(1)? Do I take the first difference of each variable?
Thanks in advance.
Pita
Related Posts with Integration
Specifying IV with panel data, binary treatment and binary/count outcomeDear all Statalisters I am working on an application of an instrumental variable (IV) approach to a…
Twoway graph X axisHi all, Would anyone know whether there is a similar over () function such as with the graph bar (a…
Creating Lagged variables with repeated valuesDear all, I wanted help in creating lagged variables when there are repeated values in the dataset.…
why the bias corredted confidence interval is missing?Hi all, why the confidence interval after bootstraping is missing? Code: * Example generated by -…
Just trying to compute least square means for a repeated measures ANOVA!I can't get adjusted means for both treatment conditions (drug and placebo) across three time points…
Subscribe to:
Post Comments (Atom)
0 Response to Integration
Post a Comment