I am trying to estimate a cointegration relationship among variables. However, one of the variables is exogenous whilst the rest are endogenous. Can anyone advice me on how to estimate the cointegration relationship with an exogenous variable in Eviews.
Thank you
Search found 3 matches
- Wed Oct 07, 2015 3:20 pm
- Forum: Econometric Discussions
- Topic: Estimating Cointegration with Exogenous Variables
- Replies: 2
- Views: 3658
- Sat Sep 26, 2015 8:05 am
- Forum: Estimation
- Topic: Structural VAR Estimation
- Replies: 3
- Views: 4434
Re: Structural VAR Estimation
How do I set the starting values in the first place?
- Fri Sep 25, 2015 2:38 pm
- Forum: Estimation
- Topic: Structural VAR Estimation
- Replies: 3
- Views: 4434
Structural VAR Estimation
I am trying to a estimate a structural VAR in Eview. After constructing the A and B matrices with identifying restrictions, I then proceeded to estimate the structural VAR, but I obtained an error message saying"Hessian of structural VAR likelihood is singular at starting values. Reset starting...