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.
Search found 5 matches
- Sat Mar 08, 2014 7:19 am
- Forum: Estimation
- Topic: MS-VECM (Markov switching vecm)
- Replies: 2
- Views: 5585
- 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.
- 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
- 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...
- 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.
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.
