Search found 2 matches
- Wed Feb 17, 2010 11:48 am
- Forum: Estimation
- Topic: Vector error correction model
- Replies: 0
- Views: 1594
Vector error correction model
How do I perform a granger causality utilizing my vector error correction coefficients?
- Wed Apr 15, 2009 3:50 pm
- Forum: Models
- Topic: VAR Theil statsistic
- Replies: 1
- Views: 4508
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!!!