hi
i try estimate a vecm. but i don,t know for impulse response function and variance decomposition
i should do vecm ... view....impulse response, variance decomposition
or
var... view...impulse response, variance decomposition
????
Search found 14 matches
- Mon Sep 15, 2014 4:21 am
- Forum: Estimation
- Topic: irf in var or vecm??
- Replies: 0
- Views: 2620
- Sun Sep 07, 2014 6:31 am
- Forum: Estimation
- Topic: help - ecm
- Replies: 1
- Views: 3258
Re: help - ecm
plz help me.......................
- Sat Sep 06, 2014 12:48 am
- Forum: Estimation
- Topic: help - ecm
- Replies: 1
- Views: 3258
help - ecm
Hello, I want do vecm. I have 5 I(1) series. How do I construct an error-correction model? i want u]ecm(-1) or coefficients for speed of adjustment of variables.[/u] I read this page: http://forums.eviews.com/viewtopic.php?f=4&t=8508 and this: http://www.google.com/url?sa=t&rct=j&q= ... ...
- Wed Jun 18, 2014 2:47 am
- Forum: Estimation
- Topic: periods selection in var variance decomposition box
- Replies: 4
- Views: 5360
Re: periods selection in var variance decomposition box
if we have quarterly data for ten years , then we should select 40 periods?
40 periods is optimal ?
40 periods is optimal ?
- Tue Jun 17, 2014 9:36 am
- Forum: Estimation
- Topic: periods selection in var variance decomposition box
- Replies: 4
- Views: 5360
Re: periods selection in var variance decomposition box
thanks
but is it dependent to our data?
but is it dependent to our data?
- Mon Jun 16, 2014 11:52 pm
- Forum: Estimation
- Topic: periods selection in var variance decomposition box
- Replies: 4
- Views: 5360
periods selection in var variance decomposition box
hi every body
i have quarterly data for 10 years. i try estimate a var model. in var variance decomposition box in eviews how select periods?
eviews select automaticlly 10 periods
thanks
i have quarterly data for 10 years. i try estimate a var model. in var variance decomposition box in eviews how select periods?
eviews select automaticlly 10 periods
thanks
- Sat Jun 14, 2014 3:07 am
- Forum: Econometric Discussions
- Topic: var
- Replies: 3
- Views: 5485
Re: var
please help me...
- Thu Jun 12, 2014 9:20 am
- Forum: Econometric Discussions
- Topic: var
- Replies: 3
- Views: 5485
Re: var
can one help me????
- Thu Jun 12, 2014 1:08 am
- Forum: Econometric Discussions
- Topic: var
- Replies: 3
- Views: 5485
var
hi
i estimate a var model. i have 2 i(0) variables and 4 I(1) variables.
can i run this var model? Can i run this model by taking the first difference of first three variables and use 2 variable at level?
do I need cointegration test?
:(
i estimate a var model. i have 2 i(0) variables and 4 I(1) variables.
can i run this var model? Can i run this model by taking the first difference of first three variables and use 2 variable at level?
do I need cointegration test?
:(
- Sun May 25, 2014 9:00 am
- Forum: Estimation
- Topic: unit root test in quarterly data?
- Replies: 4
- Views: 6778
Re: unit root test in quarterly data?
hi
i know unit root test in time series (annual data) is different with unit root test in quarterly data.
i know unit root test in time series (annual data) is different with unit root test in quarterly data.
- Sun May 25, 2014 5:16 am
- Forum: Estimation
- Topic: unit root test in quarterly data?
- Replies: 4
- Views: 6778
unit root test in quarterly data?
hi
i have quarterly data
how can i do unit root test in quarterly data in eviews 8?
i have quarterly data
how can i do unit root test in quarterly data in eviews 8?
- Tue Sep 24, 2013 7:17 am
- Forum: Estimation
- Topic: HOW I APPLY CAUSALITY TEST IN PANEL DATA
- Replies: 8
- Views: 10881
Re: HOW I APPLY CAUSALITY TEST IN PANEL DATA
ok. thanks. i test it.
- Tue Sep 24, 2013 12:45 am
- Forum: Estimation
- Topic: HOW I APPLY CAUSALITY TEST IN PANEL DATA
- Replies: 8
- Views: 10881
Re: HOW I APPLY CAUSALITY TEST IN PANEL DATA
thanks. how i apply this test in eviews8? can you tell me it step by step? please. 
- Mon Sep 23, 2013 2:16 pm
- Forum: Estimation
- Topic: HOW I APPLY CAUSALITY TEST IN PANEL DATA
- Replies: 8
- Views: 10881
HOW I APPLY CAUSALITY TEST IN PANEL DATA
HI
i need apply causality test in panel data. my equation is : y= a0+a1 X + a2 Z + ... + E
that x , z are major variable in my model. now, how i can test causality between (Y,X,Z).? I have eviews 7
i need apply causality test in panel data. my equation is : y= a0+a1 X + a2 Z + ... + E
that x , z are major variable in my model. now, how i can test causality between (Y,X,Z).? I have eviews 7
