I am using asymmetric dynamic conditional correlation (AGDCC) model for my research, if anyone having code for AGDCC, please share with me. I will be highly greatful for your kind help.
Looking forward for your response.
Search found 4 matches
Search found 4 matches • Page 1 of 1
- Wed Feb 17, 2010 10:40 am
- Forum: Program Repository
- Topic: HEGY Seasonal Unit Root Testing for Monthly Series
- Replies: 9
- Views: 24495
HEGY Seasonal Unit Root Testing , co integrqtion nd VECM for daily stock indices, am working for PhD on world stock prices indice (eight major counitres), Plz can you help how to do this test in Eviews, i do not anything about command programming in eviews. plz give me advice. i am looking forward f...
- Thu Jul 30, 2009 6:48 am
- Forum: Econometric Discussions
- Topic: Alpha and Beta in Johansen cointegration
- Replies: 4
- Views: 4120
1) how to interpret alpha and beta coefficients (adjustment coefficient and cointegrating coefficient) of the Johansen method? 2) Where can one find these coefficient in the EViews result sheets? 3) if more than one co intgration vector shows in the results. which variables are cointegration , which...