Search found 4 matches

by Krishna Reddy Ch
Sun Mar 25, 2012 12:24 am
Forum: Econometric Discussions
Topic: AGDCC model
Replies: 0
Views: 1073

AGDCC model

Dear ALL,

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.

regards,
krishna
by Krishna Reddy Ch
Wed Feb 17, 2010 10:40 am
Forum: Program Repository
Topic: HEGY Seasonal Unit Root Testing for Monthly Series
Replies: 9
Views: 20162

Re: HEGY Seasonal Unit Root Testing for daily Series

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...
by Krishna Reddy Ch
Thu Sep 03, 2009 2:08 pm
Forum: Econometric Discussions
Topic: how
Replies: 1
Views: 1670

how

ecm
by Krishna Reddy Ch
Thu Jul 30, 2009 6:48 am
Forum: Econometric Discussions
Topic: Alpha and Beta in Johansen cointegration
Replies: 4
Views: 3647

Alpha and Beta in Johansen cointegration

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...

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