Search found 4 matches
- Fri Jan 13, 2017 1:06 am
- Forum: Econometric Discussions
- Topic: Critical Value for Cointegration test
- Replies: 0
- Views: 2615
Critical Value for Cointegration test
Dear Friends, how to calculate the Critical values in cointegartion test? The user guide says " Critical values are available for up to k=10 series. Also note that the critical values depend on the trend assumptions and may not be appropriate for models that contain other deterministic regresso...
- Mon Nov 14, 2016 12:55 am
- Forum: Add-in Support
- Topic: Any way to combine the midas and vec?
- Replies: 0
- Views: 8210
Any way to combine the midas and vec?
I see there is a method called MFVAR, which is mixed frequency VAR. However, is there any way to combine midas and vec?
- Mon Feb 01, 2016 1:57 am
- Forum: Add-in Support
- Topic: Favar QUESTION
- Replies: 50
- Views: 186319
Re: Favar QUESTION
There is example file (favar_ex.prg) and instruction pdf file in the FAVAR add-in folder. Hi,Dakila, your suggestion is helpful. I am trying to follow the instruction to apply the FAVAR. However, I did the exactly same as the favar_ex, the software replied me with "factor01 is not the same len...
- Sun Jan 31, 2016 6:34 pm
- Forum: Add-in Support
- Topic: Favar QUESTION
- Replies: 50
- Views: 186319
Favar QUESTION
I am doing a FAVAR analysis. I have a group of X variables and Y. But I am not sure how to fill the form. Anyone can give me an example?
Thank you very much!
Thank you very much!