co-integration estimation

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

lnp3
Posts: 69
Joined: Sat Oct 01, 2011 7:28 pm

co-integration estimation

Postby lnp3 » Sat Nov 30, 2013 10:50 am

1) do I need continuous observations for co-integration analysis? in other words, if some years are missing for some variables, can i still use co-integration technique?


2) how can I check robustness in co-integrating regressions estimated by FMOLS, DOLS, etc on Eviews 8? There is no LM test for serial correlation (there is only Correlagram-Q statistic). there is no hetoreskedasticity test either;

i am using Eviews 8. My data is single country/time-series.

I appreciate any feedback.

best,
MD :cry:

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests