Search found 3 matches
- Wed Jul 03, 2019 8:33 am
- Forum: Econometric Discussions
- Topic: Shin (1994) cointegration test
- Replies: 0
- Views: 4586
Shin (1994) cointegration test
Hi, Shin (1994) called "A residual based test of the null of cointegration against the alternative of no cointegration". In this paper the author extends the KPSS test for unit root to test for cointegration using single equation model. He tests the null of co-integration, using a single e...
- Tue Apr 23, 2019 5:34 am
- Forum: Econometric Discussions
- Topic: imposing restrictions
- Replies: 1
- Views: 3470
Re: imposing restrictions
As in my attachment, when it is written that they impose 1,2 elements of the long run matrix (1) equals zero. How can this be imposed in eviews?
- Mon Apr 22, 2019 12:18 pm
- Forum: Econometric Discussions
- Topic: imposing restrictions
- Replies: 1
- Views: 3470
imposing restrictions
Hi Econometricians, I am working on replicating Beaudry and Portier (2006) which is found in this link https://www.aeaweb.org/articles?id=10.1257/aer.96.4.1293 In this paper the authors imposed short run and long run restrictions in their VECM. Can anyone tell me how can I do this on eviews? Kind re...
