What should I do before an OLS regression and Johansen cointegration test with time series data?
What should I do before an OLS regression and Johansen cointegration test with time series data?
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ORESTIS TZIAMALIS · External communityPost link
External question — Economics Stack Exchange
Author: ORESTIS TZIAMALIS
Original post: https://economics.stackexchange.com/questions/57718
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
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I have to make a regression with real exports as the dependent and then an aggregated GDP income variable and the real effective exchange rate as independent variables. My variables are time series (quarterly data).
What should I do before doing an OLS regression and then going for a Johansen cointegration method? Which should I do for structural breaks?
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Quoted from Forex.com.bd-Editorial External question — Economics Stack Exchange Author: ORESTIS TZIAMALIS Source score (net votes, not local likes): 0 Original post: https://economics.stackexchange.com/questions/57718 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I have to make a regression with real exports as the dependent and then an aggregated GDP income variable and the real effective exchange rate as independent variables. My variables are time series (quarterly data). What should I do before doing an OLS regression and then going for a Johansen cointegration method? Which should I do for structural breaks?
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