Search found 6 matches
- Sat Jun 01, 2019 4:54 am
- Forum: Econometric Discussions
- Topic: ARCH LM Test not giving proper results
- Replies: 0
- Views: 3131
ARCH LM Test not giving proper results
Hello, We are facing an issue with the getting no ARCH effect in the "niftyr" series which i am not able to understand since stock market series always have hetroskedecity. Please advice where things are gone wrong why hetroskedecity is not getting confirmed ? MS excel file attached, where...
- Fri May 03, 2019 10:36 pm
- Forum: Data Manipulation
- Topic: How to get p values alongside VAR/VECM results in same window
- Replies: 2
- Views: 4054
Re: How to get p values alongside VAR/VECM results in same window
Thanks.
But i feel atleast the first issue must be there in the software by default. This is very important and used widely.
But i feel atleast the first issue must be there in the software by default. This is very important and used widely.
- Fri May 03, 2019 12:06 am
- Forum: Data Manipulation
- Topic: How to get p values alongside VAR/VECM results in same window
- Replies: 2
- Views: 4054
How to get p values alongside VAR/VECM results in same window
Hello, When we apply VAR/VECM we only get the coefficient value and standard error. Then we to have separately run a process to get the p values also. How can i get all these in one process to save time and get better output Also, is it possible that if we have say 1 variable crude and we have to ru...
- Fri Feb 22, 2019 4:19 am
- Forum: Estimation
- Topic: BIVARIATE GARCH BEKK
- Replies: 25
- Views: 21146
Re: BIVARIATE GARCH BEKK
Hello Guys,
How can we run a square matrix BEKK model in Eviews. I know there is a diagonal Bekk button , but i want to run the square matrix version to check relationship between oil and stock markets
How can we run a square matrix BEKK model in Eviews. I know there is a diagonal Bekk button , but i want to run the square matrix version to check relationship between oil and stock markets
- Fri Feb 22, 2019 1:29 am
- Forum: Estimation
- Topic: Causality in MEAN and Variance Test in Eviews 10
- Replies: 0
- Views: 2400
Causality in MEAN and Variance Test in Eviews 10
Can somebody help me on how to run How to run CCF based causality in mean and variance test (Cheung and Ng) test in Stata for weekly data for the understanding relationship between oil prices and stock market at a sectoral level (sub-indices) The reference paper academic paper where this technique i...
- Tue Feb 19, 2019 11:01 am
- Forum: Econometric Discussions
- Topic: Multivariate GARCH-BEKK
- Replies: 1
- Views: 3632
Re: Multivariate GARCH-BEKK
Hello,
Request you to please share some video links to understand what is Bekk model and DCC model and then how to perform in eviews please
Request you to please share some video links to understand what is Bekk model and DCC model and then how to perform in eviews please