Search found 4 matches

by haraldweber
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....
by haraldweber
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...
by haraldweber
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....
by haraldweber
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...

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