Asymmetric ECM

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Yoite
Posts: 2
Joined: Wed Feb 12, 2014 3:18 pm

Asymmetric ECM

Postby Yoite » Wed Feb 12, 2014 3:34 pm

Hey there!
I need ur help guys! I am working on a thesis. The subject is about the asymmetric behaviour of crude and gasoline prices. I already approached an ECM with the model : d(y) c d(y(-1)) d(x) d(x(-1)) u(-1) => that's what I typed in the quick->estimate box.

Now I need an asymmetric ecm, where I have to difference between positiv and negative changes in d(x). I understand the Theorie but I really don't know how to do it in eviews. Is there any case function? Like if... Then?

Please help me! It's urgent! Thank you in advance!

Best regards

Image
Last edited by Yoite on Thu Feb 13, 2014 3:07 am, edited 1 time in total.

Yoite
Posts: 2
Joined: Wed Feb 12, 2014 3:18 pm

Re: Asymmetric ECM

Postby Yoite » Thu Feb 13, 2014 2:10 am

no one can help me? :(


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