EViews.com

Hi there, I am trying to write up the Companion Form of a Cointegrated VAR model. It is based on a VAR(2) and has r = 1, i.e. a cointegration rank of 1. The dimension of the system is 2, i.e. I have prices and dividends in the vector X. I am able to get the program (PcGive) to compute a total of 4 e...

Hi there, I'm currently studying at a foreign university, at which the level of econometrics seems to be very low. As such, we have been given an assignment by our lecturer to do a simple linear OLS time series regression, and he basically just expects us to do it the way he showed on the board (he ...