Search found 4 matches
- Mon Sep 17, 2012 3:25 am
- Forum: Econometric Discussions
- Topic: VAR/Johansen
- Replies: 1
- Views: 2514
VAR/Johansen
Hello everybody, I have got a question regarding the Johansen test for cointegration in Eviews. If the Johansen test is performed using five variables, according to the output obtained, the following number of cointegration relationships is possible: none, at most 1, at most 2, at most 3, at most 4....
- Wed Sep 12, 2012 10:45 am
- Forum: Econometric Discussions
- Topic: Granger causality
- Replies: 0
- Views: 1677
Granger causality
Hello everybody, I have got a question regarding the Granger causality test for a VECM in Eviews. I have learned from the literature that there can be spurious Granger causality in case one uses the Granger causality test for a model with more than two variables which contain unit roots. However, th...
- Wed Sep 12, 2012 10:43 am
- Forum: Econometric Discussions
- Topic: cointegration
- Replies: 0
- Views: 1527
cointegration
Hello everybody, I have got a question regarding the Johansen test for cointegration in Eviews. If the Johansen test is performed using five variables, according to the output obtained, the following number of cointegration relationships is possible: none, at most 1, at most 2, at most 3, at most 4....
- Sat Aug 25, 2012 4:33 am
- Forum: Econometric Discussions
- Topic: VAR/VEC
- Replies: 0
- Views: 1733
VAR/VEC
Hello, I have the following question with regard to the EViews output of the impulse response function and the variance decomposition in the VAR model in table form. If I choose the following order for the variables I am using for my analysis (QMT OIL VALUE EXRA RGDP), then I get the following resul...
