Search found 10 matches

by siq
Thu Mar 03, 2016 11:04 am
Forum: Econometric Discussions
Topic: toda - yamamoto model and VAr
Replies: 0
Views: 2318

toda - yamamoto model and VAr

i need help in defining VAR model with toda .i.e what is link between the two how can we define that toda is applied on VAR model
by siq
Tue Jan 05, 2016 8:25 am
Forum: Estimation
Topic: cointegration table by peasaran
Replies: 0
Views: 2206

cointegration table by peasaran

any one have Pesaran, M. H., Yongcheol Shin., & R. J. Smith (2001). table for ARDL estimation plz send me i need it urgently .or any ine can tell me from where i can get it.
by siq
Wed Nov 11, 2015 10:18 am
Forum: Econometric Discussions
Topic: toda yamamoto model
Replies: 0
Views: 2121

toda yamamoto model

can we find out positive/negative and short run, long run causality through toda yamamoto model .. i found bidirectional causality now i need to find the sign plz guide me
by siq
Wed Nov 04, 2015 8:55 am
Forum: Econometric Discussions
Topic: toda yamamoto model
Replies: 1
Views: 2657

Re: toda yamamoto model

plz any one knows about the above problem..i need its ans urgenly plz help
by siq
Mon Nov 02, 2015 4:18 pm
Forum: Econometric Discussions
Topic: Selection of optimal lag length in ARDL Bound test
Replies: 2
Views: 7753

Re: Selection of optimal lag length in ARDL Bound test

u.the method i know about optimal lag is below: may be it helps u optimal lag length can be obtain in eviews..open quick menu ---> estimate var ---> write two of your variables in endogenous variable box(or all variables ) , writ constant name in exogenous variable box give lag interval like 1 2 . p...
by siq
Sun Nov 01, 2015 3:39 pm
Forum: Econometric Discussions
Topic: toda yamamoto model
Replies: 1
Views: 2657

toda yamamoto model

I want to ask can we find 1. that whether ther is positive causality or negative between variables through toda model kindly tell the procedure 2. Similarly how short run n long run causality can be found through toda . I have found resultas of bidirectional causality by using toda but now I want to...
by siq
Sun Jun 28, 2015 4:56 am
Forum: Econometric Discussions
Topic: determine optimal lag for AR
Replies: 1
Views: 3791

Re: determine optimal lag for AR

well idont know about other methods like correlogram..the method i know about optimal lag is below: may be it helps u optimal lag length can be obtain in eviews..open quick menu ---> estimate var ---> write two of your variables in endogenous variable box(or all variables ) , writ constant name in e...
by siq
Tue Jun 16, 2015 12:04 pm
Forum: Econometric Discussions
Topic: Toda Yamamoto test..wald test
Replies: 2
Views: 4495

Re: Toda Yamamoto test..wald test

thanku so much for this article..i have already read this but i dont knoww how to conduct all this in eviews..what to write to check max lag length selection criteria and to check wald restriction in eviews..plz help n guide me.thanku
by siq
Mon Jun 15, 2015 4:55 am
Forum: Econometric Discussions
Topic: F-Stat: Significance
Replies: 1
Views: 2973

Re: F-Stat: Significance

Lower and upper critical values for 1%, 5% and 10% significance level are 3.65-4.66, 2.79-3.67 and 2.37-3.20, respectively. this is the values in pearson table ..u need to look whether ur value lie between these range or not ..cheku ur values with 4 lags n if u get results less than 4.0 this is not ...
by siq
Sun Jun 14, 2015 1:13 pm
Forum: Econometric Discussions
Topic: Toda Yamamoto test..wald test
Replies: 2
Views: 4495

Toda Yamamoto test..wald test

i have 2 variables inflation and trade openness(OT) in log form and I(1). i need to check casuality between the 2 with toda and yamamoto test and 3 lags ..kindly guide how to do this in eviews..i write the following equation in estimate equation window : lninf c lninf(-1) lnot1(-1) lninf(-2) lnot1(-...

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