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by musa44
Thu Jul 30, 2009 2:06 pm
Forum: Econometric Discussions
Topic: STATIONARITY TESTS FOR MULTIVARIATE SERIES
Replies: 2
Views: 5099

Re: STATIONARITY TESTS FOR MULTIVARIATE SERIES

Hi again, let me try to explain like this: i want to examine the relationship between the real exchange rate and net exports. in order to do that, i have to run a VAR regression.but before that i was asked to run unit root test for multivariate series. so my time series are net exports of Turkey, re...
by musa44
Sun Jul 26, 2009 6:34 am
Forum: Econometric Discussions
Topic: STATIONARITY TESTS FOR MULTIVARIATE SERIES
Replies: 2
Views: 5099

STATIONARITY TESTS FOR MULTIVARIATE SERIES

Hi all,

i would like to test stationarity for multivariate time series; however i have no idea regarding to this issue. can n e one help me please?

thanks for the help.

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