Search found 4 matches
- 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...
- 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 ...
- 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?
- 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
Can anyone tell me how to estimate the Engle and Kozicki (1993) common features testing step-by-step?
Thanks
