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by mofahm
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...
by mofahm
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?
by mofahm
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...

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