Search found 3 matches
- Tue Nov 27, 2012 11:37 am
- Forum: Econometric Discussions
- Topic: about Granger Causalit Test
- Replies: 0
- Views: 1459
about Granger Causalit Test
Hey Guys~ I have a question about Granger Causality test ~~please kindly help me~~!! When we use the Granger Causality Test in Eviews, do we use the level or first difference series??? Do we have to change the data into the first difference series when we run the modelling?? Many Thanks!!!!!!!!!!
- Mon Oct 01, 2012 3:14 pm
- Forum: Econometric Discussions
- Topic: Leve or difference series for Johansen cointegration test??
- Replies: 1
- Views: 2145
Leve or difference series for Johansen cointegration test??
Hey, guys, I have one problem with Johansen cointegration test and wish you could help me. I know the the variables needs to be intergrated into the same order in order to use Johansen test and my variables are all I(1) series. My questions is when we conduct Johasen cointegration test, do we use th...
- Mon May 14, 2012 9:59 pm
- Forum: Estimation
- Topic: Help with cointegration analysis
- Replies: 0
- Views: 1413
Help with cointegration analysis
Hey, Guys: I need some help about programming. I know Eviews have lots of some cointegration analysis such as Johansen and Granger, but these techniques assume linear cointegration. After 1999, there are several literature about nonlinear cointegration and I wonder if Eviews have the any programming...
