Search found 6 matches
- Sun Jul 14, 2013 5:59 pm
- Forum: Econometric Discussions
- Topic: Johansen Cointegration test
- Replies: 0
- Views: 2215
Johansen Cointegration test
Hello I have 3 time series and i want to test the cointegration between them, in my results, i found that there is only 1 cointegratin equation at 5% level, Unrestricted Cointegration Rank Test Hypothesized Trace 5 Percent 1 Percent No. of CE(s) Eigenvalue Statistic Critical Value Critical Value Non...
- Mon May 06, 2013 8:38 am
- Forum: Econometric Discussions
- Topic: non normal distribution
- Replies: 6
- Views: 7217
Re: non normal distribution
ok, thank you
- Mon May 06, 2013 8:18 am
- Forum: Econometric Discussions
- Topic: non normal distribution
- Replies: 6
- Views: 7217
Re: non normal distribution
for the cointegration test, i have 3 temporal series and they are all non normal, it does not matter»?
- Mon May 06, 2013 4:12 am
- Forum: Econometric Discussions
- Topic: non normal distribution
- Replies: 6
- Views: 7217
non normal distribution
Hello
The temporal serie is not normal distributed, even when i enter the Log
What solution do you suggest to me?
The temporal serie is not normal distributed, even when i enter the Log
What solution do you suggest to me?
- Thu Mar 21, 2013 3:35 am
- Forum: Estimation
- Topic: BEKK GARCH
- Replies: 2
- Views: 3692
Re: BEKK GARCH
Thanks for your reply
- Tue Mar 19, 2013 3:56 am
- Forum: Estimation
- Topic: BEKK GARCH
- Replies: 2
- Views: 3692
BEKK GARCH
Hello
I want to check the volatility spillover between two variables ( Corn and Wheat), i want to estimate the BEKK GARCH, how can i estimate it on eviews ?
Thanks
I want to check the volatility spillover between two variables ( Corn and Wheat), i want to estimate the BEKK GARCH, how can i estimate it on eviews ?
Thanks