Search found 7 matches
- 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 ...
- 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?
Your advice is really valuable to me.
Is there any way I could conduct WALD on VAR having faced the above problems?
- 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...
- 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...
- 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.
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.
- 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 ...
- 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...
