Search found 3 matches
- Mon Sep 30, 2013 5:29 am
- Forum: Econometric Discussions
- Topic: Granger in logged fiirst differences or in VECM
- Replies: 0
- Views: 1573
Granger in logged fiirst differences or in VECM
I have one variable of which I'd like to understand the relationship to three other variables better. I want to test their relationships on bivariate basis each time, which gives me three pairs. All these variables have a unit root and are I(1). I want to to Granger causality tests on them For one p...
- Mon Sep 30, 2013 3:08 am
- Forum: Estimation
- Topic: Significance VECM coefficients Eviews
- Replies: 6
- Views: 6691
Re: Significance VECM coefficients Eviews
Can somebody please help me with this? Eviews Gareth, are you there?
- Sun Sep 29, 2013 9:30 am
- Forum: Estimation
- Topic: Significance VECM coefficients Eviews
- Replies: 6
- Views: 6691
Significance VECM coefficients Eviews
Dear all, I just bought Eviews 8 and executed a VECM estimation. The output merely shows a t-value and a standard error but not the level of significance.Somebody else asked this question earlier (see link underneath my message) and the answer said you'd have to look in the help/manual of eviews, I ...