Search found 6 matches

by ArtQz
Mon Jul 25, 2016 11:26 pm
Forum: Estimation
Topic: Orthogonalized Impulse Response
Replies: 4
Views: 1258

Re: Orthogonalized Impulse Response

Thank you
by ArtQz
Sat Jul 23, 2016 6:07 am
Forum: Estimation
Topic: Orthogonalized Impulse Response
Replies: 4
Views: 1258

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?
by ArtQz
Fri Jul 22, 2016 10:55 am
Forum: Estimation
Topic: Orthogonalized Impulse Response
Replies: 4
Views: 1258

Orthogonalized Impulse Response

Hi!

I have to run Orthogonalized Impulse Response in Eviews? How can I do it? Is it a special function?
by ArtQz
Tue Jul 19, 2016 6:15 am
Forum: Data Manipulation
Topic: Net oil price (non-linear specification)
Replies: 4
Views: 1768

Re: Net oil price (non-linear specification)

Yes, I have seen this topic. But it doesn't work and I obtain only zeros
by ArtQz
Tue Jul 19, 2016 5:38 am
Forum: Data Manipulation
Topic: Net oil price (non-linear specification)
Replies: 4
Views: 1768

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...

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