Search found 4 matches
- Wed Dec 05, 2012 8:16 am
- Forum: Econometric Discussions
- Topic: Question regarding basic VAR Specification
- Replies: 1
- Views: 2884
Question regarding basic VAR Specification
Hello everybody, I got a short and hopefully easy to answer question: For a valid VAR one needs stationary time series? So I test for stationarity via a unit root test. The unit root test gives strong evidence, that the time series are stationary in the first difference. Now do I have to difference ...
- Tue Dec 04, 2012 7:15 am
- Forum: Estimation
- Topic: Johansen Cointegration test Critical Values; exogen variable
- Replies: 1
- Views: 2825
Johansen Cointegration test Critical Values; exogen variable
Hello Everybody, I want to conduct a Johansen Cointegration test with 2 endogenous and 3 exogenous variables. However the crtical values given by eviews7 are calculated assuming no exogenous variables. Can anyone give me a hint, where I can find critical values, that are adjusted for exogenous varia...
- Wed Nov 28, 2012 7:03 am
- Forum: Econometric Discussions
- Topic: Minimum Number of Observations VAR
- Replies: 0
- Views: 2575
Minimum Number of Observations VAR
Hi everybody, I need to analyse the relation between the inventory/sales-ratio and the z-score via a VAR, and to test for Granger Causality afterwards. I only have annual data from 1989 to 2005, i.e. 15 observations. Is this number of observations enough for providing valid results? I am quite insec...
- Mon Jun 04, 2012 2:26 pm
- Forum: Econometric Discussions
- Topic: Granger Causalitiy Test, Multivariate
- Replies: 0
- Views: 1919
Granger Causalitiy Test, Multivariate
Hello everybody,
I only own eviews 6, so I wanted to ask, if anybody can tell me, if there is a multivariate Granger Causality Test in Eviews 7.
That means, I have more variables than just X,Y. I have X,Y,Z,...
Thanks a lot,
Andi
I only own eviews 6, so I wanted to ask, if anybody can tell me, if there is a multivariate Granger Causality Test in Eviews 7.
That means, I have more variables than just X,Y. I have X,Y,Z,...
Thanks a lot,
Andi
