Search found 4 matches
- Sun Jul 13, 2014 3:01 pm
- Forum: Econometric Discussions
- Topic: Pooled and time series data in one model
- Replies: 1
- Views: 2564
Pooled and time series data in one model
I am running a model which has a mix of pooled data (dependent and one independent variables) and time series (two independent variables). I would like to use pooled data analysis instead of running a time series on each cross sectional unit/country. Is that allowed?
- Sun Sep 20, 2009 6:42 pm
- Forum: Econometric Discussions
- Topic: Impulse response
- Replies: 2
- Views: 6720
Re: Impulse response
The zero values on the table are interpreted as having no response to the shock.
Yes, the first column refers to the lag period.
Yes, the first column refers to the lag period.
- Fri Sep 18, 2009 6:44 pm
- Forum: Estimation
- Topic: Generalized impulse reponse and variance decomposition
- Replies: 0
- Views: 2722
Generalized impulse reponse and variance decomposition
If I decide to use GENERALIZED impulse reponse, shouldn't I also use generalized variance decomposition (VDC)? If so, what commands should i use in EVIEWS to do the latter (VDC)?
- Fri Sep 18, 2009 3:30 pm
- Forum: Econometric Discussions
- Topic: generalized vs. "orthogonalized" impulse responses
- Replies: 1
- Views: 3178
generalized vs. "orthogonalized" impulse responses
I have two questions : (1) How do you decide in whether to use generalized or orthogonalized impulse responses ...based on paper by Pesaran & Shin (1998) ? I have seen work here people have tested first for "non-diagonal error variance matrix" but I don't see any tests like that in EVI...