Search found 7 matches

by djboy
Sun Apr 24, 2016 9:24 pm
Forum: Econometric Discussions
Topic: how interpret var-bekk results?
Replies: 2
Views: 4640

Re: how interpret var-bekk results?

:(
by djboy
Fri Apr 22, 2016 7:09 am
Forum: Econometric Discussions
Topic: how interpret var-bekk results?
Replies: 2
Views: 4640

how interpret var-bekk results?

Hello, i would like to estimate a VAR-GARCH model but i need some help Step by step, I do: 1) a VAR system with my variables 2) proc > make a system ordered by variable > estimate > garch BEKK model. now: i do not know how interpret results?! this is my result for (LM, lgdp) Coefficient Std. Error z...
by djboy
Wed Dec 23, 2015 10:25 am
Forum: Econometric Discussions
Topic: var-bekk restriction ?
Replies: 1
Views: 2816

Re: var-bekk restriction ?

:( :( :( :( :( :(
can anybody help me?
by djboy
Sat Dec 19, 2015 10:12 am
Forum: Econometric Discussions
Topic: var-bekk restriction ?
Replies: 1
Views: 2816

var-bekk restriction ?

Hello, i would like to estimate a VAR-GARCH model but i need some help
Step by step, I do:

1) a VAR system with my variables
2) proc > make a system ordered by variable > estimate > garch BEKK model
now i don't know which of restriction must choose?
scalar? diagonal? ... ?
by djboy
Sat Sep 19, 2015 4:26 am
Forum: Econometric Discussions
Topic: Selection of optimal lag length in ARDL Bound test
Replies: 2
Views: 7763

Re: Selection of optimal lag length in ARDL Bound test

hi
this is my problem.too
by djboy
Sat Jul 25, 2015 2:06 am
Forum: Econometric Discussions
Topic: hosmer lemeshow statistic or andrews statistics?
Replies: 1
Views: 3177

hosmer lemeshow statistic or andrews statistics?

hi every body
i estimate a logit model.
The p-value for the HL test is 0.6 while the value for the
Andrews test statistic is 0.001,
now, How i interpret the "Goodness-of-Fit Tests"??

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