Search found 4 matches

by nightwalk
Wed Dec 24, 2008 5:52 am
Forum: Estimation
Topic: Time series and non-stationary variables?
Replies: 2
Views: 6316

Re: Time series and non-stationary variables?

Your time series can be made stationary by differencing. The number of times a series needs to be differenced in order to achieve stationarity depends on the number of unit roots it contains. For example suppose you have a y non-stationary series with d unit roots, you need to difference your series...
by nightwalk
Mon Dec 22, 2008 3:32 am
Forum: Estimation
Topic: Rolling regressions
Replies: 0
Views: 3564

Rolling regressions

I would greatly appreciate some help, First i have some intraday data that i want to input in Eviews, meaning that i have many observations for the same date. For example, i have 60 obs for Dec 22, 2008, 59 obs for Dec 21, 2008 etc. How can i load such kind of data? When the data are loaded, i want ...
by nightwalk
Wed Nov 26, 2008 4:05 am
Forum: Estimation
Topic: Common features testing
Replies: 3
Views: 6819

Re: Common features testing

Thank you for the tips! Is there any way i can contact you for further clarifications?
by nightwalk
Tue Nov 25, 2008 6:22 am
Forum: Estimation
Topic: Common features testing
Replies: 3
Views: 6819

Common features testing

Hi,

Can anyone tell me how to estimate the Engle and Kozicki (1993) common features testing step-by-step?

Thanks

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