Mutawakil Mumuni

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Questions related from Mutawakil Mumuni

How do I impose long run restrictions on a structural VAR model?

Dear Colleagues, I have estimated a structural VAR model and I am imposing short run and long restrctions on the model using eviews. However, I am having difficulties with estimating the long run...

29 March 2018 8,679 3 View

What software can be used to determine the z-test statistics in the Gregory-Hansen co-integration test?

I am testing time series data for cointegration with structural breaks using the Gregory-Hansen approach. The software am using to conduct this test is RATS, but the test only provides the ADF...

09 January 2015 9,870 2 View