I wish someone could assist us on this because I have the same question, and I wanted also to know if we run VECM in levels or differences?
Thanks a lot.
Search found 3 matches
- Fri Aug 03, 2012 5:34 am
- Forum: Econometric Discussions
- Topic: Steps of estimating VECM and interpretation of the results
- Replies: 3
- Views: 24738
- Mon May 28, 2012 4:13 pm
- Forum: Econometric Discussions
- Topic: How to make VAR stable.
- Replies: 3
- Views: 6946
Re: How to make VAR stable.
It was a silly mistake, problem solved...thanks.
- Mon May 28, 2012 7:28 am
- Forum: Econometric Discussions
- Topic: How to make VAR stable.
- Replies: 3
- Views: 6946
How to make VAR stable.
Hello, I have received this "VAR does not satisfy the stability condition" on Lag Structure AR roots table, how do we control this? what is the remedy, i have to continue to impulse response function and its not allowed when VAR is not stable. Please help, I am using Eviews 7. Regards, Deby