Search found 3 matches

by opticchickenmcnugget
Sun Jan 12, 2020 8:09 am
Forum: Econometric Discussions
Topic: Error /(Equilbrium) Correction Model Question
Replies: 0
Views: 9567

Error /(Equilbrium) Correction Model Question

Dear E-Views Forum Members, I'm using E Views version 11. I have a model where I am looking to estimate the following: - Speed of adjustment - Short run elasticity - Long run elasticity I've had a suggestion to run this model d(y) c d(x(-1)) d(x(-2)) d(y(-1)) d(y(-2)) (y-x)(-1) - How would i look to...
by opticchickenmcnugget
Sat Jan 11, 2020 4:56 pm
Forum: Econometric Discussions
Topic: Lag Selection
Replies: 3
Views: 7677

Re: Lag Selection

Ok, will do - how many lags would you suggest for the ARCH test with quarterly data?
by opticchickenmcnugget
Sat Jan 11, 2020 3:21 pm
Forum: Econometric Discussions
Topic: Lag Selection
Replies: 3
Views: 7677

Lag Selection

Dear E Views Forum Members, I am currently trying to test whether treasury yields to see if they are a martingale/random walk series, as a precursor leading up to my error correction model. Say i've taken quarterly averages of monthly data (wanted to test at shorter intervals), and i am testing for ...

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