Search found 4 matches

by alex9
Wed Oct 10, 2012 3:58 am
Forum: Econometric Discussions
Topic: Cointegration
Replies: 4
Views: 4644

Re: Cointegration

thanks for your answer.
Yes, I have eviews 7 and I used eviews to test cointegration.. I mean Estimate equation> Method: Cointegrating regressor. How should I interpret the results? I imagine I should look at p-value but I'm not completely sure
by alex9
Mon Oct 08, 2012 4:12 am
Forum: Econometric Discussions
Topic: Cointegration
Replies: 4
Views: 4644

Cointegration

Here is the problem I have to test for cointegration between a variable Y and another one X. Y has a deterministic trend while X is a I(1). (I used the ADF test). I know that if you want to test for cointegartion between two I(1) variables you should run a model with them and test if the residuals h...
by alex9
Tue Sep 11, 2012 7:28 am
Forum: Estimation
Topic: exponential trend
Replies: 3
Views: 6203

Re: exponential trend

Yes I do. How can I set the C vector to a reasonable value?
by alex9
Tue Sep 11, 2012 2:52 am
Forum: Estimation
Topic: exponential trend
Replies: 3
Views: 6203

exponential trend

Hi, I''m new with eviews and I should estimate an exponential trend using non linear least squares in order to compare this kind of model with a linear and a quadratic model. The model should be lny=a+btrend+error and I tried to estimate an equation like this one (after generating a series t=@trend)...

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