Search found 5 matches

by nguyentuanvu
Sat Mar 08, 2014 7:19 am
Forum: Estimation
Topic: MS-VECM (Markov switching vecm)
Replies: 2
Views: 5585

MS-VECM (Markov switching vecm)

Dear Eviews Forums.
I know, Eviews 8 has Switching model and has supported for Markov Switching AR model. I don't Know Eviews 8 has support for MS - VECM.
If yes, please help me estimate MS - VECM model.
Thankyou very much.
by nguyentuanvu
Tue Nov 19, 2013 3:16 am
Forum: Estimation
Topic: Dummy variable in panel
Replies: 6
Views: 5741

Re: Dummy variable in panel

But if I run without fixed-effect, I have to create many dummy variables. Can u give me another way. Here is the literature that I'm studying. Thanks for your help.
by nguyentuanvu
Mon Nov 18, 2013 10:02 am
Forum: Estimation
Topic: Dummy variable in panel
Replies: 6
Views: 5741

Re: Dummy variable in panel

No, Political equals 1 for several firm and equal 0 otherwise, and Svtraded varies over time but constant for all company. For expamle, in 2008, Svtraded equals 20, in 2009, Svtraded equals 30, but in 2008 it equals 20 for all company
by nguyentuanvu
Mon Nov 18, 2013 12:28 am
Forum: Estimation
Topic: Dummy variable in panel
Replies: 6
Views: 5741

Dummy variable in panel

I have a fixed-effect model log(cash) = f(cf, nwk, log(size), rdev, political, svtraded) Where Political is a dummy that equal 1 if company is indentifed as politically connected and zero otherwise. Svtraded is the ratio of the stock value traded to GDP that varies over time but constant for all com...
by nguyentuanvu
Fri Sep 27, 2013 2:50 am
Forum: Econometric Discussions
Topic: Johansen Cointegration Test
Replies: 0
Views: 1819

Johansen Cointegration Test

Dear Eviews Forum
I use Johansen Cointegration Test to test my data. I want to ask how I can determine options in Jonhansen test, for expamle: deterministic trend assumption of test, lag intervals, and what is CE means?
Thank you.

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