Salim Ali Shamsher

4 Questions 8 Answers 0 Followers

Questions related from Salim Ali Shamsher

I need help in modelling a Bi Variate DCC-GARCH in Eviews environment ?

I do know that Eviews has an add on for this model, But I am using a old version of the Eviews and therefore the add on feature cannot be incorporated in the same.

01 January 2018 384 5 View

Under what circumstances would the ARDL be preferable to the JJ Procedure with respect to checking for co integration?

How could one choose between the two methods?, Which of the two would be more preferable and under what circumstances?

04 April 2017 3,857 3 View

Can I run an OLS regression on the system generated VECM Equation?

This I am planning to do to check the p values associated with the coefficients and to run a Wald Test to check the restrictions on the coefficients of VECM.

12 December 2015 9,769 4 View

How should I run a regression on cointegrated variables?

The two time series are non stationary at level but stationary on first difference - I(1). I have already performed Engle Granger and the Johansen Test and found them to be cointegrated in both...

12 December 2015 4,842 4 View