co-integration estimation
Posted: 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
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