Search found 2 matches

by PaulR
Thu Jul 26, 2018 1:15 pm
Forum: Estimation
Topic: Near Singular Matrix Error
Replies: 43
Views: 42787

Near singular matrix - without dummies

Hi, I have the "near singular matrix" problem in estimating panel PMG ARDL model in EViews. The strange thing is that I have no dummy variables - my dataset is annual data in a panel with 20 countries and 150 years, the variables are logs of GDP, Prices, Consumption and Money supply. Diffe...
by PaulR
Tue Apr 10, 2018 12:37 pm
Forum: Estimation
Topic: VECM Impulse reponse functions - conf. int. missing
Replies: 1
Views: 463

VECM Impulse reponse functions - conf. int. missing

Hi, I use E-Views 9 and I've run a VECM on a long panel data set. When I choose Impulse Response Functions, the curves in graphs lack confidence intervals. (With VAR, the confidence intervals are present, but not with VECM.) What could be the reason for this? What should I do to add them to the grap...

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