Search found 7 matches
- Mon May 20, 2019 2:16 pm
- Forum: Estimation
- Topic: How to use SGMM?
- Replies: 3
- Views: 3412
Re: How to use SGMM?
Systematic GMM, Bond (2002) and Roodman (2006)
- Sat May 18, 2019 11:02 am
- Forum: Estimation
- Topic: How to use SGMM?
- Replies: 3
- Views: 3412
How to use SGMM?
Hello,
I am using Eviews10 and I am not sure how to use SGMM in practice.
I would appreciate it if you walk me through how to do it.
Thank you.
I am using Eviews10 and I am not sure how to use SGMM in practice.
I would appreciate it if you walk me through how to do it.
Thank you.
- Tue May 14, 2019 7:03 pm
- Forum: Estimation
- Topic: In EVIEWS 10, I can't find HAC standard errors
- Replies: 3
- Views: 3489
Re: In EVIEWS 10, I can't find HAC standard errors
Does it mean i have to choose either period or cross-section??
- Tue May 14, 2019 6:09 pm
- Forum: Estimation
- Topic: In EVIEWS 10, I can't find HAC standard errors
- Replies: 3
- Views: 3489
In EVIEWS 10, I can't find HAC standard errors
In EVIEWS 10, I can't find HAC standard errors in Coef Covariance Method even though I am using a panel data. Thank you for consideration.
- Tue Mar 20, 2018 8:58 pm
- Forum: Estimation
- Topic: Weak Exogeneity test in VECM and the absence of t-statistics in cointegrating equation
- Replies: 0
- Views: 2329
Weak Exogeneity test in VECM and the absence of t-statistics in cointegrating equation
I took a test of Weak Exogeneity test in my VECM. Having identified weakly exogenous variables, I imposed a restriction on those variables, meaning they are not on the left-hand side, anymore. When I see the cointegrating equation (ranked 1, btw) with the restriction, I cannot find t-statistics (or ...
- Fri Feb 02, 2018 12:03 am
- Forum: Econometric Discussions
- Topic: Cointegrated but a not statistically significant error ter in VECM.
- Replies: 0
- Views: 1861
Cointegrated but a not statistically significant error ter in VECM.
Hello there, All of my variables are I(1) and Johansen test says that my multivariate model has one cointegration. However, my VECM is not statistically significant nor has a right sign. What should I do next? Should I do general to specific approach or VAR with first difference? Thank you for consi...
- Wed Jun 14, 2017 9:44 pm
- Forum: Econometric Discussions
- Topic: Johansen Cointegration Test results
- Replies: 0
- Views: 3064
Johansen Cointegration Test results
I did a Johansen Cointegration test results and below is the results. It is confusing since the hypothesis of none is not rejected but the hypothesis of at most 1 is rejected.. How should I interpret this? Thank you Date: 06/15/17 Time: 00:34 Sample (adjusted): 2004M09 2008M08 Included observations:...