Search found 5 matches

by diego_wanted
Fri Feb 20, 2015 10:56 am
Forum: Econometric Discussions
Topic: VECM ESTIMATION
Replies: 0
Views: 1622

VECM ESTIMATION

Hi everyone, I was wondering if anyone could give me a hand with the interpretation of my VECM results? I'm not very familiar with this method but I have to do it for my thesis. I was just wondering how to interpret the coefficients here? I read somewhere that if a variable isn't significant I shoul...
by diego_wanted
Thu Feb 19, 2015 4:44 am
Forum: Econometric Discussions
Topic: Johansen Test
Replies: 0
Views: 1587

Johansen Test

I know this might sound stupid, but do I run the Johansen test using my original data, lagged data or on my data at first difference?
and also is it normal for the trace test give a different answer to the max-eigenvalue ?


Thanks

D
by diego_wanted
Sun Feb 08, 2015 11:33 am
Forum: Econometric Discussions
Topic: VAR estimation issues
Replies: 3
Views: 3291

Re: VAR estimation issues

Thank you so much for helping! I really appreciate it. I'm not very good with econometrics and as you see, my supervisor should have warned me about the data size and methods but he didn't. The problem I am facing is that I wasn't able to find appropriate quarterly data for the indicators I need. I ...
by diego_wanted
Sun Feb 08, 2015 4:01 am
Forum: Econometric Discussions
Topic: VAR estimation issues
Replies: 3
Views: 3291

Re: VAR estimation issues

And this is the Johansen test results:
by diego_wanted
Sun Feb 08, 2015 3:58 am
Forum: Econometric Discussions
Topic: VAR estimation issues
Replies: 3
Views: 3291

VAR estimation issues

Hi Guys, I'm having a nightmare with my dissertation data analysis and my supervisor is one of those very busy ones who don't reply to e-mail, so I thought I'd come here for help. Basically, I'm looking at the economics effects of trade openness on poverty reductions in Brazil. The variables I have ...

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