EViews.com

Continuing from my last remark: I would like to ask if using log in each of the 4 variables is recommended or not in order to make each individual variable and the whole VAR system more stationary? I did use it and my results seem more correct empirically. Therefore is this ok by theory? Thanks in a...

I have already cited the book of Prof. Walter Enders, who also cites Sims, Stock and Watson "concerning this very topic". This is a very reliable source of information and these authors are among the most respected researchers that I know of. And I would not recommend the "working pa...

For example this paper

http://ashleymac.econ.vt.edu/working_papers/varsim.pdf

I think that this opposes the views and the specific references provided at the link you mentioned before.

Please, I need some reliable opinions!

Please search the forum before posting your questions: http://forums.eviews.com/viewtopic.php?f=18&t=11275 Thank you very much! I have already read this but I do want to have another opinion perhaps by the most recent users. By the way, the link to the piece of work of Prof. Lutkepoh does not f...

Hello my friends! I have a VAR of 4 variables which is stationary (no roots outside the unit circle), however some of its variables are not stationary individually. Is this a problem as far as the whole VAR is stationary? I do not prefer differencing in this case because as some researchers mention ...

Hello comrades! Nice to meet you! I run a a VECM model with 4 endogenous variables and 3 cointegration equations from 2003 to 2013 in quarterly frequency. I use Cholesky dof in 10 periods in impulse response analysis. Here are my questions: 1) At the end of the determined period window (mine is 10) ...