Search found 6 matches
- Fri Mar 22, 2013 5:01 am
- Forum: Estimation
- Topic: Impulse Responses and VECM
- Replies: 1
- Views: 2881
Re: Impulse Responses and VECM
Perry, did you ever solve your problem on this? Thanks
- Thu Mar 21, 2013 7:08 am
- Forum: Estimation
- Topic: Impulse Responses and Variance Decompositions on a VECM
- Replies: 0
- Views: 1767
Impulse Responses and Variance Decompositions on a VECM
I am trying to run both impulse response functions and also variance decompositions on a Vector Error correction model. Any attempt i make seems to use the original input series for my model - rather than the the differenced series and error correction term calculated in the model. Is there a method...
- Wed Mar 20, 2013 6:36 am
- Forum: Econometric Discussions
- Topic: Impulse Responses and Variance Decompositions on a VECM
- Replies: 3
- Views: 3865
- Wed Mar 13, 2013 5:51 am
- Forum: Econometric Discussions
- Topic: Impulse Responses and Variance Decompositions on a VECM
- Replies: 3
- Views: 3865
Re: Impulse Responses and Variance Decompositions on a VECM
I know I'm new here, but I really could do with some assistance on this issue, it's really holding me back at the moment. Thanks again.
- Tue Mar 12, 2013 5:46 am
- Forum: Econometric Discussions
- Topic: Impulse Responses and Variance Decompositions on a VECM
- Replies: 3
- Views: 3865
Re: Impulse Responses and Variance Decompositions on a VECM
Please note I am using EViews 7.2 (Student Edition)
- Tue Mar 12, 2013 4:22 am
- Forum: Econometric Discussions
- Topic: Impulse Responses and Variance Decompositions on a VECM
- Replies: 3
- Views: 3865
Impulse Responses and Variance Decompositions on a VECM
I am trying to run both impulse response functions and also variance decompositions on a Vector Error correction model. Any attempt i make seems to use the original input series for my model - rather than the the differenced series and error correction term calculated in the model. Is there a method...