Search found 5 matches
- 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...
- 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
and also is it normal for the trace test give a different answer to the max-eigenvalue ?
Thanks
D
- 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 ...
- 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:
- 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 ...
