Search found 2 matches

by Jopo
Thu Jun 04, 2009 5:07 am
Forum: Econometric Discussions
Topic: Help with interpreting VEC results
Replies: 3
Views: 9955

Help with interpreting VEC results

Hi all, I just ran a VEC with 2 endogenous and 5 exogenous variables. Now I wonder how I should interpret the numbers for my exogenous variables (not the standard error or t-statistics)? What does the minus sign stand for? How big should the number be to be considered significant? Below are the resu...
by Jopo
Thu May 28, 2009 10:16 am
Forum: Econometric Discussions
Topic: Help with VAR
Replies: 0
Views: 2416

Help with VAR

Hi, I want to run a VAR with seven different time series using EViews. Now I wonder: a. When I test for unit roots, shall I test every time serie by itself or as a group? What shall I look for in the results? b. How do I deside number of laggs and where shall I use this information later? c. What sh...

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