Vaibhav Agg

3 Questions 4 Answers 0 Followers

Questions related from Vaibhav Agg

How to get p values in Eviews in running VAR?

Hello, When we apply VAR/VECM we only get the coefficient value and standard error. Then we to have separately run a process to get the p values also. How can i get all these in one process to...

04 May 2019 1,896 3 View

What is difference between VEC Granger Causality/Block Exogeneity Wald Tests and Paiwise Granger Causality Test ?

How can the above two tests be used in conjuction with VAR model (short term), VECM Model(long run) to check for short term and long term causality?

12 March 2019 1,087 0 View

How to run CCF based causality in mean and variance test (Cheung and Ng)?

Can somebody help me on how to run How to run CCF based causality in mean and variance test (Cheung and Ng) test in Stata for weekly data for the understanding relationship between oil prices and...

16 February 2019 1,328 0 View