Search found 3 matches
- Sun Jun 19, 2011 3:10 am
- Forum: Econometric Discussions
- Topic: Testing for correlations
- Replies: 1
- Views: 3480
Testing for correlations
Hello everyone. I am trying to find a model to analyze correlations. What I want to do is to analyze the increase in correlation between two (and more ) country stock indices before and after a certain event. I looked at past papers and many use Jenrich's correlation matrix stability/equality test o...
- Wed Jun 08, 2011 2:06 am
- Forum: Econometric Discussions
- Topic: Bivariate EGARCH-M (1,1) Problems
- Replies: 1
- Views: 2870
Re: Bivariate EGARCH-M (1,1) Problems
Hello again, after spending some more time on the problem and understanding a little bit more about Eviews, I got the model done. However now most of the coefficients from my conditional mean equation are not significantly different from zero..And I don't know where the problem is. I will outline ve...
- Tue May 31, 2011 5:59 am
- Forum: Econometric Discussions
- Topic: Bivariate EGARCH-M (1,1) Problems
- Replies: 1
- Views: 2870
Bivariate EGARCH-M (1,1) Problems
Hello everybody,
I am fairly new to Eviews/Econometrics so I hope I do not bore you.
I am writing my msc dissertation on correlation of stock indices and I am working with a model from an already published paper (attachment).
I am really hoping that someone could help me.
Thank you!
I am fairly new to Eviews/Econometrics so I hope I do not bore you.
I am writing my msc dissertation on correlation of stock indices and I am working with a model from an already published paper (attachment).
I am really hoping that someone could help me.
Thank you!
