Search found 3 matches
- Thu Oct 24, 2019 2:11 am
- Forum: Estimation
- Topic: P-values for Vector Autoregressions
- Replies: 3
- Views: 7768
Re: P-values for Vector Autoregressions
Thank you for your assistance, Matt.
- Tue Oct 22, 2019 6:00 am
- Forum: Estimation
- Topic: P-values for Vector Autoregressions
- Replies: 3
- Views: 7768
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.
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.
- Tue Sep 17, 2019 3:17 am
- Forum: Estimation
- Topic: Markov Switching Regression
- Replies: 5
- Views: 8311
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...