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Can you attach your file(in eview ) and see the problem.

So what is the possible solution in case of VAR having autocorrelation and heteroscedasticity problem ???

Hello, I was trying to test a heteroscedasticity test between 6 endogenous variables via var and finally the result shows there is a heteroscedasticity problem. Then i transform the data into log and run again but the problem is still there. Is there anyway i could do more remedies to remove the het...

thank you for the reply but how am i gonna analyse threshold cointegration to check if a set of markets have a non linear cointegration

Hi i am using Eviews 8 and i was wondering if someone could tell me how to do a threshold cointegration analysis ?