Search found 2 matches
- Sun Jul 07, 2013 8:15 pm
- Forum: Estimation
- Topic: Granger causality on a VECM
- Replies: 4
- Views: 14155
Re: Granger causality on a VECM
How to run Granger causality in VECM using Eviews? I really need this info urgently. Thank you.
- Mon Jan 28, 2013 7:21 pm
- Forum: Estimation
- Topic: "No valid observations" problem in SUR estimation
- Replies: 5
- Views: 5324
Re: "No valid observations" problem in SUR estimation
I get the same error message, but when estimating the system for VECM. I have four series, I have run the JJ cointegration and found there are more than one cointegration vectors, I then run VECM, made the system (Proc>>Make System), then I tried to get the significance values through system estimat...