Search found 6 matches

by hieppk911
Thu Sep 08, 2011 1:55 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 22398

Re: exogenous or endogenous for VAR

Dear tcfoon,

I am very thankful. Really appreciate your help!

Best wishes
Hiep Pham
by hieppk911
Tue Sep 06, 2011 6:28 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 22398

Re: exogenous or endogenous for VAR

Thank you tcfoon!

I modify my model into:
LGDP= a0 + a1*LFDI + a2*OPENNESS +error.
Do you think it is ok?

Result from johansen technique shows that there is 1 cointegrating vector and a1, a2 are both positive.

Again thank you very much!

Best wishes
hieppk911
by hieppk911
Mon Sep 05, 2011 5:19 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 22398

Re: exogenous or endogenous for VAR

Dear tcfoon, Thank you very much for your suggestion and the papers you give me! I will read the papers and try another model. One more thing I would like to ask is about the number of lag included when test for cointegration using Johansen technique. I read some of your posts concerning this proble...
by hieppk911
Sun Sep 04, 2011 7:54 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 22398

Re: exogenous or endogenous for VAR

Dear Donihue and tcfoon, Thank you very much! @Donihue: I got your point. Thank you so much! @tcfoon: I am investigating my country - Vietnam with data from World Bank Indicators which is only annually. (However, I am expecting to have quarterly data on GROWTH, FDI, GOV SPEND, OPENNESS from my count...
by hieppk911
Sat Sep 03, 2011 2:27 pm
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 22398

Re: exogenous or endogenous for VAR

Dear Donihue and tcfoon, Thank you very much for your response! I really appreciate your helps. @Donihue: Sorry but I do not clearly understand your 2/ suggestion. Could you explain it a little more? Btw, as I know VAR can be used for I(1) variables in order to find the cointegrating vectors between...
by hieppk911
Sat Sep 03, 2011 5:05 am
Forum: Econometric Discussions
Topic: exogenous or endogenous for VAR
Replies: 12
Views: 22398

exogenous or endogenous for VAR

Dear all, I am doing my dissertation and I having some problems with my empirical studies. Really need your helps !!! as the deadline is coming :(. I have to test the impact of FDI on economic GROWTH in my country with time series analysis. Here a the problems: 1/ I use the Johansen VAR to find a co...

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