Search found 2 matches
- 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...
- 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...
