Search found 4 matches

by S.Onigbanjo
Sat Jul 25, 2020 12:20 pm
Forum: Estimation
Topic: Error when running heteroscedasticity testing for VECM
Replies: 7
Views: 10057

Re: Error when running heteroscedasticity testing for VECM

Ohh Gareth, before you go.
Do you think that this would be an issue due to a bug in the software
or
would it be due to my dataset?

Do you think the fact that I used so many variables is an issue in causing this?
by S.Onigbanjo
Sat Jul 25, 2020 11:55 am
Forum: Estimation
Topic: Error when running heteroscedasticity testing for VECM
Replies: 7
Views: 10057

Re: Error when running heteroscedasticity testing for VECM

My mistake
Please check this one.
eco-metrics #1.wf1
(365.49 KiB) Downloaded 378 times
by S.Onigbanjo
Sat Jul 25, 2020 11:46 am
Forum: Estimation
Topic: Error when running heteroscedasticity testing for VECM
Replies: 7
Views: 10057

Re: Error when running heteroscedasticity testing for VECM

I am using EViews 11
Enterprise Edition - Jun 15 2020 Build

Please find the Workfile Attached
eco-metrics #1.wf1
(34.37 KiB) Downloaded 403 times
by S.Onigbanjo
Sat Jul 25, 2020 11:43 am
Forum: Estimation
Topic: Error when running heteroscedasticity testing for VECM
Replies: 7
Views: 10057

Error when running heteroscedasticity testing for VECM

eco-metrics #1.wf1
(34.37 KiB) Downloaded 390 times
I am attempting to run the white heteroskedacity test under residual tests for a Vector Error Correction Model and constantly get Positive or non-negative argument to function expected when I attempt to do so.


What could be the reason for this?
Any Advice?

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