Search found 2 matches

by lucloy
Fri Sep 25, 2009 7:38 am
Forum: Programming
Topic: johansen test for cointegration
Replies: 4
Views: 8204

johansen test for cointegration

Hi everybody,
i am trying to test the cointegration between 15 series with the johansen test but eviews said "Warning: Rank test critical values not available for more than 12 endogenous series"..
how could i implement the johansen test with 15 series or more?
thank you.
by lucloy
Wed Sep 16, 2009 10:02 am
Forum: Programming
Topic: how to put constraints to the lin regression coefficients?
Replies: 1
Views: 4053

how to put constraints to the lin regression coefficients?

Hi everybody,
i need help!!!!
i would like to know how I could impose limits to the coefficients in a linear regression...I want the coefficients to be non-negative and sum equal to 1...
Is it possible with eviews?
Thank you.

Lucas

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