Search found 7 matches

by bukhari.aatif
Wed Oct 26, 2011 11:16 am
Forum: Estimation
Topic: Computing a Wald Test in a VAR
Replies: 22
Views: 53422

Re: Computing a Wald Test in a VAR

Dear Eviews Gareth... Thanks a ton for your response. I was trying to estimate VAR on natural-log values, due to which Eviews was having problem while estimating OLS for 3rd order lagged values. After reverting back to the original data (log-free), the problem has been resolved and it estimates the ...
by bukhari.aatif
Wed Oct 26, 2011 10:50 am
Forum: Estimation
Topic: Computing a Wald Test in a VAR
Replies: 22
Views: 53422

Re: Computing a Wald Test in a VAR

Dear Eviews Gareth please respond if you are there.
Your advice is really valuable to me.
Is there any way I could conduct WALD on VAR having faced the above problems?
by bukhari.aatif
Wed Oct 26, 2011 10:42 am
Forum: Estimation
Topic: Computing a Wald Test in a VAR
Replies: 22
Views: 53422

Re: Computing a Wald Test in a VAR

You have to estimate the system first. Thank you for your response. But when I try to estimate the System, it says "No valid observations in Equation "y = C(1)*X1(-1)...+C(7)" (I'm using 2 variables, 3 lags, with 13 observations) Is there any solution to it? Will Eviews 6.0 resolve t...
by bukhari.aatif
Wed Oct 26, 2011 10:32 am
Forum: Estimation
Topic: Computing a Wald Test in a VAR
Replies: 22
Views: 53422

Re: Computing a Wald Test in a VAR

Convert the VAR into a System (by clicking on Proc->Make System, then choosing either of the ordering options). Then you can perform a Wald Test from the View->Coefficient Tests menu. Hey Admin.... Please do me a favor of quick response. 4 days left in paper submission. I've estimated the VAR for T...
by bukhari.aatif
Sun Oct 02, 2011 3:33 pm
Forum: Estimation
Topic: Toda-Yamamoto Test SUR
Replies: 1
Views: 4275

Re: Toda-Yamamoto Test SUR

Dear Teylir,
You must be done with your model by now.
I'm using exactly the same model, with 8 variables.
Can you please elaborate the estimation of this model through eviews?
It'll be a great help, as I'm badly stuck in my research.
by bukhari.aatif
Sun Oct 02, 2011 7:30 am
Forum: Estimation
Topic: Computing a Wald Test in a VAR
Replies: 22
Views: 53422

Re: Computing a Wald Test in a VAR

Alright. Thanks a ton for your response. But for other tests such as Granger Causauty, if the model is estimated through syntax, rather than the inbuilt function, the results differ. That's why I'm hesitating to run the model through syntax. Is there any guide/guidance available for learning to run ...
by bukhari.aatif
Fri Sep 30, 2011 2:46 pm
Forum: Estimation
Topic: Computing a Wald Test in a VAR
Replies: 22
Views: 53422

Re: Computing a Wald Test in a VAR

I'm the new user of E-views program. How can I test the toda yamamoto causality test in VAR system? I need your help. Thank you very much.. :) Exactly the same question? Is there anybody to help in testing the Toda-Yamoto causality in VAR system? Direly need help!! Trying to meet the deadlines, but...

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