I did, but there is no reply. What should I do?
Regards,
Search found 5 matches
- Mon Jul 22, 2013 1:52 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Comparing SVAR results in RATS with Eviews
- Replies: 7
- Views: 11615
- Sun Jul 21, 2013 2:22 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Comparing SVAR results in RATS with Eviews
- Replies: 7
- Views: 11615
Re: Comparing SVAR results in RATS with Eviews
Sorry, I forgot to mention it. I used Eviews. Please give me some advice. Thanks a lot.
Best regards,
Best regards,
- Sat Jul 20, 2013 12:38 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Comparing SVAR results in RATS with Eviews
- Replies: 7
- Views: 11615
Re: Comparing SVAR results in RATS with Eviews
Dear all, When I run SVAR procedure, I receive the notice that “Hessian of Structural VAR likelihood is singular at starting values. Reset starting values or respecify restrictions to ensure that the model is (locally) identified”. What should I do next? Please give me your advice (my email: thanhnh...
- Fri May 17, 2013 8:42 am
- Forum: RATS Procedures
- Topic: LSUnit—Lee-Strazicich unit root test with multiple breaks
- Replies: 18
- Views: 107814
Re: LSUnit (LM unit root test with multiple breaks)
Dear Tom Doan, I read the citation that Doan (2000) recommends against differencing even if the variable contains a unit root because it throws away in information concerning the co-movements of variables. Could you explain it for me? If it is right, why do we need to test unit root? Thank you very ...
- Mon May 13, 2013 6:21 pm
- Forum: RATS Procedures
- Topic: LSUnit—Lee-Strazicich unit root test with multiple breaks
- Replies: 18
- Views: 107814
Re: LSUnit (LM unit root test with multiple breaks)
Hi Tom Doan, Thank you for your reply. In the results for model C, there are two calculated values for D(11) and DT(11). What t-statistics (for D(11) or DT(11)) should I use to compare with the the critical value? I ask this because Model C for both intercept and trend stationary. In my study, there...