Search found 3 matches
- Tue Feb 26, 2013 4:18 pm
- Forum: Estimation
- Topic: Statistic tests return "NA" in a FIML model.
- Replies: 1
- Views: 3948
Statistic tests return "NA" in a FIML model.
Hello, I have been working in a system of equations using a FIML model to solve it in eviews. My sample consists of 23 years observations and my aim is to check the elasticity of substitution between fuels in a given economy. Output of the model using Marquardt optimization is as follows. My doubt i...
- Thu Jul 21, 2011 2:58 am
- Forum: Econometric Discussions
- Topic: cointegration with different levels of stationary
- Replies: 16
- Views: 53338
Re: cointegration with different levels of stationary
Thank you all for clarifications on this topic. An step ahead after the verification of the cointegration of variables with mixed integration orders would be the assessment of the causality relationship of these variables. In this case, considering the presence of cointegration by using the Pesaran ...
- Wed Dec 15, 2010 9:52 am
- Forum: Econometric Discussions
- Topic: Usage of dummy variables in URCM and causality
- Replies: 0
- Views: 3342
Usage of dummy variables in URCM and causality
Dear friends, I have two questions that maybe are simple but that are consuming lot of time to solve. I’m trying to run a unrestricted error correction model (UECM) of gasoline consumption that consists of a dependent variable (first difference log gasoline consumption) and explanatory variables (la...
