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by skeeman42018
Wed Feb 17, 2010 11:48 am
Forum: Estimation
Topic: Vector error correction model
Replies: 0
Views: 700

Vector error correction model

How do I perform a granger causality utilizing my vector error correction coefficients?
by skeeman42018
Wed Apr 15, 2009 3:50 pm
Forum: Models
Topic: VAR Theil statsistic
Replies: 1
Views: 2624

VAR Theil statsistic

I learned how to forecast a VAR and a MULTI-EQUATION MODEL, however I do not know how to get my Thiel inequality statistic of my VAR or my MULTI-EQUATION. How do I get my Thiel coefficients for my models???? NEED QUICK HELP!!!

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