Search found 6 matches

by rahma
Sun Jul 14, 2013 5:59 pm
Forum: Econometric Discussions
Topic: Johansen Cointegration test
Replies: 0
Views: 2214

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...
by rahma
Mon May 06, 2013 8:38 am
Forum: Econometric Discussions
Topic: non normal distribution
Replies: 6
Views: 7204

Re: non normal distribution

ok, thank you :)
by rahma
Mon May 06, 2013 8:18 am
Forum: Econometric Discussions
Topic: non normal distribution
Replies: 6
Views: 7204

Re: non normal distribution

for the cointegration test, i have 3 temporal series and they are all non normal, it does not matter»?
by rahma
Mon May 06, 2013 4:12 am
Forum: Econometric Discussions
Topic: non normal distribution
Replies: 6
Views: 7204

non normal distribution

Hello :)

The temporal serie is not normal distributed, even when i enter the Log

What solution do you suggest to me?
by rahma
Thu Mar 21, 2013 3:35 am
Forum: Estimation
Topic: BEKK GARCH
Replies: 2
Views: 3689

Re: BEKK GARCH

Thanks for your reply :)
by rahma
Tue Mar 19, 2013 3:56 am
Forum: Estimation
Topic: BEKK GARCH
Replies: 2
Views: 3689

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 :)

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