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Hi, Because I had heteroskedasticity and non-normal distribution of the residuals I whitend the residuals and included them in my estimation as exogenous Variables, next to the constant and dummys. I now yield good results in the normality and heteroskedasticity tests (2 lags are autocorrelated acco...

Hi,

I have a beginner question: my 2 data sets are not stationary in level but stationary in the first difference. I have no cointegration (Johansen test). How do I estimate this as a VAR in 1. difference and what does that mean?

Thank you!

How uselfuls is my estimation despite this? I am still unbiased arent I?

Thanks!

Does that mean that I have no way of correcting it?

Thanks for your reply!

Hi,

the standard errors in my VECM Model are not normaly distributed. Unfortunatly I do not know how to include robust standard errors into my estimation. I am relative new to eviews and would appreciate any help!

Thanks!