Search found 14 matches

by ANDROO1988
Mon Sep 15, 2014 4:21 am
Forum: Estimation
Topic: irf in var or vecm??
Replies: 0
Views: 2620

irf in var or vecm??

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
????
by ANDROO1988
Sun Sep 07, 2014 6:31 am
Forum: Estimation
Topic: help - ecm
Replies: 1
Views: 3258

Re: help - ecm

plz help me.......................
by ANDROO1988
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= ... ...
by ANDROO1988
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 ?
by ANDROO1988
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?
by ANDROO1988
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
by ANDROO1988
Sat Jun 14, 2014 3:07 am
Forum: Econometric Discussions
Topic: var
Replies: 3
Views: 5485

Re: var

please help me...
by ANDROO1988
Thu Jun 12, 2014 9:20 am
Forum: Econometric Discussions
Topic: var
Replies: 3
Views: 5485

Re: var

can one help me????
by ANDROO1988
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?
:(
by ANDROO1988
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.
by ANDROO1988
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?
by ANDROO1988
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.
by ANDROO1988
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. :?:
by ANDROO1988
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

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