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Hi, I''m a PhD student in empirical finance I’m trying to conduct bivariate nonlinear conintegration tests using threshold Vector Error Correction (TVEC) methodology (Hansen and Se
given the formula for f statistic prove that by using the f statistic you can derive this formula
effect on of multicollinearity.
I need help on using eviews for Iterated cumulative sums of squares (ICSS) algorithm for detecing structural break. How much would it be?
whits tests
Suppose time-series data has been generated according to the following process: where t is independent white noise. Our main interest is consistent estimation of Φ from r
if there is multicollinearity so why we can not estimate the value of parameters?
#qu3. People educational achievement is affected, among other factors, by the demographic characteristics of their households; the following multiple regression model was estimated
explain the method with an example
expected solution plus hypothesis
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