Search found 2 matches

by rajamohsin
Tue Jul 14, 2009 6:25 pm
Forum: Estimation
Topic: ordering variables in VAR yields different IRF
Replies: 2
Views: 7304

Re: ordering variables in VAR yields different IRF

Hi there Ordering of variables is important for Impulse Response Function specially when using Cholesky method. It happens due to the assumption of zero lower triangle matrix and so the ordering is set according to theory. For referrence see Introductory Econometrics for Finance by Chris Brooks, pag...
by rajamohsin
Tue Jul 14, 2009 6:13 pm
Forum: Estimation
Topic: Fama-MacBeth Regression
Replies: 2
Views: 6983

Re: Fama-MacBeth Regression

Hi, i know the codes are available for SAS but not sure about Eviews.

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