Search found 5 matches

by Vins
Sat Feb 27, 2010 7:48 am
Forum: Estimation
Topic: Granger causality in Eviews
Replies: 0
Views: 3154

Granger causality in Eviews

Hello, I have some questions about how to perform Granger causality tests in Eviews. - first : is the "pairwise Granger causality test" (obtained by selecting "Granger Causality" from a group of variables) the result of a Granger causality test made on a VAR between two variables...
by Vins
Thu Aug 13, 2009 5:23 am
Forum: Estimation
Topic: out-of-sample forecast
Replies: 4
Views: 8854

Re: out-of-sample forecast

Thank you very much
by Vins
Wed Aug 12, 2009 8:46 am
Forum: Estimation
Topic: out-of-sample forecast
Replies: 4
Views: 8854

Re: out-of-sample forecast

This is my workfile. I have already done the manipulations that I was speaking in my first
question. I hope it will works...
Thank you very much
Vincent
by Vins
Wed Aug 12, 2009 6:36 am
Forum: Estimation
Topic: out-of-sample forecast
Replies: 4
Views: 8854

out-of-sample forecast

Hello, I have a sample which goes form 1986 to 2001 and I would like to perform an out-of-sample forecast from an equation. I have tried to change the range of the values in the series (by writing down 2002 2006) in "forecast sample" in forecast tool box of my equation, but it doesn't work...
by Vins
Fri Jul 31, 2009 7:15 am
Forum: Estimation
Topic: estimation by maximum likelihood when errors are non-normals
Replies: 1
Views: 2798

estimation by maximum likelihood when errors are non-normals

How can I specify an other distribution (than the normal) for errors in the estimation by maximum likelihood?
Thank you

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