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by didik.pramusinto
Mon May 10, 2010 3:20 pm
Forum: Econometric Discussions
Topic: (urgent) normality and classic assumption in var/vecm
Replies: 1
Views: 2926

Re: (urgent) normality and classic assumption in var/vecm

There must be someone out there knowing the solution :| Please share...
by didik.pramusinto
Mon May 10, 2010 3:12 pm
Forum: Econometric Discussions
Topic: (urgent) normality and classic assumption in var/vecm
Replies: 1
Views: 2926

(urgent) normality and classic assumption in var/vecm

I have vecm model, unfortunately, I don't have enough knowledge on normality and classic assumption. as long as I know, my model have problem in heteroscedasticity and autocorrelation, because the probability is lower than alpha that I use (5%). that's my first problem.. the second is: I'm using uni...

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