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Dear All,

Anybody know what is the so-called pseudo-cointegration and pseudo-Granger causality?
I really have no idea about this.
Hope to get yours response soon..

Thanks in advance..

Dear All,

Can anyone tell me, how to perform the standard deviation bands for impulse response function in VECM not in VAR?

Hope to get toy positive response soon.

Thanks,
tcfoon

Dear hieppk911,

Now your model look better and simple.
Regarding the question of suitability, you better check with your supervisor because he/she is the right person to determine this and he/she has the final say.

Good luck.

Thanks you,

Warmest regards,
tcfoon

Dear hieppk911,

Don't worry I think your way to determine the lag order for Johansen's cointegration test is correct.

Warmest regards,
tcfoon

Dear Cahya, 1. Don't worry, your estimation step and critical values used for Engle-Granger cointegration test is correct. Why your one period lagged error-correction term, ECT(-1) is insignificant because I suspect that you have used the long run coefficient provided by Johansen test - VECM. Becaus...

Dear hieppk911, 1. I suggest you to change the model because there are voluminous researches that work on the role of FDI on economic growth using time series analysis. I suggest two work that you may refer to for your dissertation. One thing I would like to remind you is that model with more variab...

Dear hieppkk911, You are most welcome: After I read your text, regret to inform that I am really suspect the dataset that you used to perform the analysis. If you don’t mind, can you please tell me which country you analyse, what theoretical framework you employ to perform the analysis and how you t...

Dear hieppk911 The following are my comments and suggestions: 1. According to the common practice, all endogenous variables must be I(1) if you want to use Johansen’s cointegration test. Here, I suspect that your growth rate of GDP is not I(1). Hence, the application of Johansen’s cointegration test...

Dear Glenn,

Thank you and I manage to do it.

haha... so simple

Dear All,

I am using the following code to generate PP unit root result with fixed bandwidth but Eviews still use the automatic selection procedure:

Y.uroot(pp, const, lag=4, dif=1)

Please advice,

Thank you,
tcfoon

Thank you for your reply. In fact, I am not really see it.. Could you please give a sample programme on "changing the sample at each stage of the loop"?

Dear All,

I have a question on rolling regression. Is it possible to apply the rolling regression into Panel data analysis? Could you please give some guidance/idea on how the Eviews programme or the flow of the programme look like.

Thank you,
tcfoon

Dear Trubador, I am interested with the CUSUM programme you posted to the forum. Could you please share with me the programme for CUSUM of Squares (CUSUMSQ) because I intent to change the significant level from 5 to 10 per cent. You are using 0.948 as 5% why not 0.95, while if I wish to use 10 per c...

Dear Startz, Thank you for your fast feedback. Yes, I did it, but when I used it for my thesis and research papers of course I have to cited the source. Unfortunately, I am not sure who should I cited? Let say I am using the Quadratic match-sum.. Moreover, how is the interpolation technique works or...

Dear All,

I would like to interpolate the data from annual to quarterly with Eviews, but I am not sure how Eviews compute the interpolate quarterly data? For example, is Eviews follow the procedure proposed by Chow-Lin, Gandolfo,...etc?

Thank you,