Search found 2 matches
- Tue Sep 25, 2012 1:37 pm
- Forum: Econometric Discussions
- Topic: Method for non-stationay time series data
- Replies: 34
- Views: 86713
Re: Method for non-stationay time series data
Hi, my problem ist i have 4 stationary variables (I(0)) and 5 integrated of order 1. While doing the estimation on Eviews, here is how i proceed (and i want to know if its correct): In the endogenous box i inserted all the variables that are integrated of order 1 and in the exogenous box i inserted ...
- Wed Sep 12, 2012 10:08 am
- Forum: Estimation
- Topic: variables in VECM
- Replies: 1
- Views: 2989
Re: variables in VECM
Hi, my problem is similar as @Vee except the fact i have 4 stationary variables and 5 integrated of order 1. While doing the estimation on Eviews, here is how i proceed (and i want to know if its correct): In the endogenous box i inserted all the variables that are integrated of order 1 and in the e...