Greetings--
I am interested in doing the Hidden Cointegration method as proposed by Granger and Yoon (2002). What is the easiest way to do this method in EViews 8.0?
Thanks you for your insights.
Search found 3 matches
- Sat Oct 26, 2013 2:22 pm
- Forum: Econometric Discussions
- Topic: Hidden Cointegration
- Replies: 0
- Views: 1744
- Sat Jan 12, 2013 4:25 pm
- Forum: Econometric Discussions
- Topic: Coiefficients for Vector Error Correction Model
- Replies: 0
- Views: 1843
Coiefficients for Vector Error Correction Model
Greetings, I am doing vector error correction models and from my review of the handbooks for Eviews, I need to create an object to extract the coefficients for A, B and C. Am I correct? If so, what are some suggestions for doing this? I have 7 varaibles (including the y) and two dummies. Thanks for ...
- Thu Dec 13, 2012 7:06 pm
- Forum: Estimation
- Topic: Estimation of Model Time Series
- Replies: 0
- Views: 1691
Estimation of Model Time Series
Greetings-- I have these time series data: labor demand (y) and regressors of fixed assets, materials, tax, and wages. I have been involved heavily in panel data methods so working with someone on a time series. I need to estimate a dynamic model using VEC method. How can I proceed to estimate this ...