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    Question Sample size




    I'm running a VAR model with five variables for the period 2000-2011. That's to say, 12 observations. I know the number of observations is small but the purpose of the research is to examine only this period in particular. Is there any reference or research paper that support using short time span in time series analysis?. I have checked many econometric books but I could not find an answer to this question.

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    Re: Sample size

    Well what is your actual goal?
    I don't have emotions and sometimes that makes me very sad.

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    Re: Sample size


    I would like to assess the impact of oil price shocks on selected macroeconomic variables over the period 2000-20011.

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