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What is UAS Time Series: Error Correction Model Analysis about?

This document provides a time series dataset and instructions for students to perform an error correction model (ECM) analysis using the STATA software. Students are asked to: (1) estimate an ECM regression model for GDP; (2) conduct unit root tests to determine stationarity; (3) test for cointegration; (4) perform an ECM regression and test for classic assumptions; and (5) interpret the ECM regression results. The dataset includes annual macroeconomic data for an unspecified country from 1986 to 2015.

Author

Elza Destri Nora

Language

EN