Search found 3 matches

by lcfreitas
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...
by lcfreitas
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 ...
by lcfreitas
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...

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