Search found 7 matches
- Sun Apr 24, 2016 9:24 pm
- Forum: Econometric Discussions
- Topic: how interpret var-bekk results?
- Replies: 2
- Views: 4640
- 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...
- 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?
can anybody help me?
- 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? ... ?
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? ... ?
- 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
this is my problem.too
- Sun Jul 26, 2015 5:25 am
- Forum: Econometric Discussions
- Topic: hosmer lemeshow statistic or andrews statistics?
- Replies: 1
- Views: 3177
Re: hosmer lemeshow statistic or andrews statistics?
:(
plz help me
plz help me
- 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"??
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"??
