Search found 6 matches
- Tue Aug 02, 2016 9:43 am
- Forum: Estimation
- Topic: Response Standard Errors - VAR, Monte Carlo
- Replies: 1
- Views: 3447
- Mon Jul 25, 2016 11:26 pm
- Forum: Estimation
- Topic: Orthogonalized Impulse Response
- Replies: 4
- Views: 4531
Re: Orthogonalized Impulse Response
Thank you
- Sat Jul 23, 2016 6:07 am
- Forum: Estimation
- Topic: Orthogonalized Impulse Response
- Replies: 4
- Views: 4531
Re: Orthogonalized Impulse Response
Thanks!
I just thought that is something different.
By the way, how can I check the significance of the impulse response? I have only one lag, so can I use Granger-causality test?
I just thought that is something different.
By the way, how can I check the significance of the impulse response? I have only one lag, so can I use Granger-causality test?
- Fri Jul 22, 2016 10:55 am
- Forum: Estimation
- Topic: Orthogonalized Impulse Response
- Replies: 4
- Views: 4531
Orthogonalized Impulse Response
Hi!
I have to run Orthogonalized Impulse Response in Eviews? How can I do it? Is it a special function?
I have to run Orthogonalized Impulse Response in Eviews? How can I do it? Is it a special function?
- Tue Jul 19, 2016 6:15 am
- Forum: Data Manipulation
- Topic: Net oil price (non-linear specification)
- Replies: 4
- Views: 8798
Re: Net oil price (non-linear specification)
Yes, I have seen this topic. But it doesn't work and I obtain only zeros
- Tue Jul 19, 2016 5:38 am
- Forum: Data Manipulation
- Topic: Net oil price (non-linear specification)
- Replies: 4
- Views: 8798
Net oil price (non-linear specification)
Hi, I am working on my masters dissertation and I have to analyse the effect of oil price shocks on the stock market returns. I'm trying to build Net Oil Price Increase (NOPI) variable in Eviews and run Var model. NOPI = max(0, log(op)t - max(log(op)t-1,...,log(op)t-6) Where op- is oil price The mod...