Search found 4 matches

by Dthurley
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?
by Dthurley
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.
by Dthurley
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)?
by Dthurley
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...

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