Search found 3 matches

by Damien Kunjal
Thu Oct 24, 2019 2:11 am
Forum: Estimation
Topic: P-values for Vector Autoregressions
Replies: 2
Views: 156

Re: P-values for Vector Autoregressions

Thank you for your assistance, Matt. 8)
by Damien Kunjal
Tue Oct 22, 2019 6:00 am
Forum: Estimation
Topic: P-values for Vector Autoregressions
Replies: 2
Views: 156

P-values for Vector Autoregressions

Dear all,

Is it possible to obtain P-values for VAR (Vector Autoregression) coefficients? The regression output displays the standard error and t-statistics, however, I am trying to obtain the P-values. Is this possible, and if it is, what is the process?

Thank you all.
by Damien Kunjal
Tue Sep 17, 2019 3:17 am
Forum: Estimation
Topic: Markov Switching Regression
Replies: 5
Views: 300

Markov Switching Regression

Hi, all. Please, can you assist me with running a Markov Switching Regression such that the output displayed provides the standard error of residuals and adjusted R-squared measures for each regime? Currently, the output displayed provides the standard error of residuals and adj R-squared measures f...

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