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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.

1 vote
0 answers
32 views

What are the steps before computing time series regression?

Based on one paper I want to perform regression using OLS. I'm using Eviews software. My question is - what steps I have to take before starting with regression? … My plan was: 1) Test stationarity of TS using ADF model - non-stationarity resolve taking 1st or second differences or using ln 2) Test causality with Granger causality test 3) Perform the regression
sabiste's user avatar
  • 31
2 votes
3 answers
2k views

Endogeneity testing using correlation test

I am currently testing my linear model using OLS method. The last thing I have to test is endogeneity issue. Is it enough if I test each explanatory variable for correletion with error term? Than mean …
sabiste's user avatar
  • 31