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Cointegration Tests that allow for structural breaks?

Structural breaks can sometimes be a huge hassle to deal with when you are trying to investigate the long run relationship between the variables by running standard cointegration tests such as Engle-Granger or the standard Johansen test. 265 more words

Cointegration

"Logan" Review

*Possible Spoilers Follow*

Anybody who has heard me rant about superhero movies has probably heard me compare them to the Western genre. That might seem odd, but when you really look at the history of the Western you see that they were as wildly popular as superhero movies for quite some time. 646 more words

Eviews (Uji Estimasi Model) Part 1

Pembahasan kali ini dan selanjutnya akan mengkaji analisis regresi menggunakan data panel. Secara umum, Data panel merupakan jenis data gabungan yaitu data Time Series (Runtun Waktu) dan data Cross Section. 240 more words

Statistical Tools

Using EViews

EViews is my software of choice in conducting a Statistical Analysis, whether it be a descriptive analysis, modeling, forecasting, or even simple graphing, if the data has a time element to it, called a time-series data.   37 more words

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