Search found 5 matches
- Wed Apr 27, 2011 11:47 pm
- Forum: Econometric Discussions
- Topic: lag length determination
- Replies: 1
- Views: 3478
Re: lag length determination
lag should be max to run. you used one lag
- Wed Apr 27, 2011 11:35 pm
- Forum: Econometric Discussions
- Topic: VAR/VECM, number of variables included.
- Replies: 1
- Views: 3950
Re: VAR/VECM, number of variables included.
i think, you should study about omitted variable problem
- Wed Apr 27, 2011 11:33 pm
- Forum: Econometric Discussions
- Topic: VAR Estimation...
- Replies: 1
- Views: 4221
Re: VAR Estimation...
If you use VAR, your variables must be I(0). if your variables have trend, you should not use VAR.
- Wed Apr 27, 2011 11:29 pm
- Forum: Econometric Discussions
- Topic: Dickey Fuller for Multiple Regression Models
- Replies: 19
- Views: 63693
Re: Dickey Fuller for Multiple Regression Models
to lardie2345
if all variables are I(1), you should use level values, if variables are different integrating order, you should equal them by integrating order.
if all variables are I(1), you should use level values, if variables are different integrating order, you should equal them by integrating order.
- Sun Apr 10, 2011 7:25 am
- Forum: Econometric Discussions
- Topic: Johansen Cointegration in Eviews
- Replies: 14
- Views: 52432
how to?
how can i read Johansen cointegration test? i am a beginner. what should i read?
