Search found 6 matches

by fafancute
Tue Aug 02, 2011 6:11 am
Forum: Estimation
Topic: VECM test after Cointegration
Replies: 0
Views: 1423

VECM test after Cointegration

Hi

Im an economics student that finnishing my Thesis in analyzing causal relation betwen finacial development and economic growth. I have a question on how to do the VECM test after the Cointegration test to analyze the short run Causality and Long run causality. Can anyone help me with it?

Cheers
by fafancute
Thu Dec 23, 2010 10:47 am
Forum: Estimation
Topic: Residual On VEC
Replies: 8
Views: 5312

Re: Residual On VEC

Yeah, All of my other friend also did not find this kind of problem. Only me. I still dont know where do I do wrong. is importing data from Excel file could be the cause?? I already Update my eviews and its still wont work. So when I chose the dependend and independent variable Chose open - open as ...
by fafancute
Thu Dec 23, 2010 10:26 am
Forum: Estimation
Topic: Residual On VEC
Replies: 8
Views: 5312

Re: Residual On VEC

So actually I have to check the Causality betwen the Financial development and Economic growth. For the Financial development indicator I use the 1st: ratio of bank deposit lialbilities to nominal GDP (its LM in the work file) 2nd: bank claim on private sector to nominal GDP (its LD in the work file...
by fafancute
Thu Dec 23, 2010 10:05 am
Forum: Estimation
Topic: Residual On VEC
Replies: 8
Views: 5312

Re: Residual On VEC

Im using Eviews 6 here is the instruction about what I have to do for the ECM -ECM test with Johansen Cointegration vectors - Open the variables you want to test as a VAR by selecting first the dependent variable and then the independent variable and use the right mouse button to open as a VAR - Cho...
by fafancute
Thu Dec 23, 2010 9:57 am
Forum: Estimation
Topic: Residual On VEC
Replies: 8
Views: 5312

Re: Residual On VEC

Hi Its May 4th 2007. Standard edition. Im Have to make the ECM test for the Co integration vector. I need the Residual from the VEC estimation, but apparantly the Resid file wont update. Here is the work file http://rapidshare.com/files/438909783/erasmusdataindiambbmf.wf1 http://rapidshare.com/files...
by fafancute
Thu Dec 23, 2010 9:04 am
Forum: Estimation
Topic: Residual On VEC
Replies: 8
Views: 5312

Residual On VEC

Hi I have a problem in obtaining the residual after I do the Vector error correction. After I do the test the resid File wont Updated, somethimes its give the NA value. Do anyone have a clue what is wrong with this?? I really need your Help! I need this resid file for the Error Correction Model Cheers

Go to advanced search