Search found 5 matches

by dealsfe
Wed Apr 27, 2011 11:47 pm
Forum: Econometric Discussions
Topic: lag length determination
Replies: 1
Views: 3403

Re: lag length determination

lag should be max to run. you used one lag
by dealsfe
Wed Apr 27, 2011 11:35 pm
Forum: Econometric Discussions
Topic: VAR/VECM, number of variables included.
Replies: 1
Views: 3877

Re: VAR/VECM, number of variables included.

i think, you should study about omitted variable problem
by dealsfe
Wed Apr 27, 2011 11:33 pm
Forum: Econometric Discussions
Topic: VAR Estimation...
Replies: 1
Views: 4152

Re: VAR Estimation...

If you use VAR, your variables must be I(0). if your variables have trend, you should not use VAR.
by dealsfe
Wed Apr 27, 2011 11:29 pm
Forum: Econometric Discussions
Topic: Dickey Fuller for Multiple Regression Models
Replies: 19
Views: 62858

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.
by dealsfe
Sun Apr 10, 2011 7:25 am
Forum: Econometric Discussions
Topic: Johansen Cointegration in Eviews
Replies: 14
Views: 51891

how to?

how can i read Johansen cointegration test? i am a beginner. what should i read?

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