Search found 3 matches
- Sun Mar 13, 2016 2:41 am
- Forum: Econometric Discussions
- Topic: Speed of adjustment in vecm greater than 1 in magnitude
- Replies: 1
- Views: 2924
Re: Speed of adjustment in vecm greater than 1 in magnitude
It should indeed be less that one, is the result significant - if not, nothing to worry about :D
- Sun Mar 13, 2016 2:38 am
- Forum: Estimation
- Topic: VECM: Information share
- Replies: 1
- Views: 3235
Re: VECM: Information share
Good Day
Just wondering if you even came right with a way to calculate the IS and CS estimates in EViews?
Kind Regards
Kerry
Just wondering if you even came right with a way to calculate the IS and CS estimates in EViews?
Kind Regards
Kerry
- Sun Mar 13, 2016 2:38 am
- Forum: Programming
- Topic: Hasbrouck, Gonzalo & Granger common factor
- Replies: 2
- Views: 4793
Re: Hasbrouck, Gonzalo & Granger common factor
Good Day Dev
Just wondering if you even came right with a way to calculate the IS and CS estimates in EViews?
Kind Regards
Kerry
Just wondering if you even came right with a way to calculate the IS and CS estimates in EViews?
Kind Regards
Kerry