shiyu

I want to do weak exogeneity tests and Cointegration tests at the 10% level of significance and the GVAR toolbox2.0 only supply the 5% level of significance. Please help me. Hope receive your reply soon. I'm in a hurry to write a paper.

met a problem like this: Bootstrap #:1 - Creating the bootstrap series - Estimating the VECMX* individual models - Solving the GVAR - GVAR is unstable: Another bootstrap replication will be performed 278.41 Bootstrap #:1 - Creating the bootstrap series - Estimating the VECMX* individual models - Solving the GVAR - GVAR is unstable: Another bootstrap replication will be performed 110.06 Bootstrap #:1 - Creating the bootstrap series - Estimating the VECMX* individual models - Solving the GVAR - GVAR...

error in bootstrap_GVAR (line 698) nsim = ind_sim; % number of shocks performed error in gvar (line 4305) [median_PP lbound_PP ubound_PP median_IRF lbound_IRF ubound_IRF median_FEVD lbound_FEVD ubound_FEVD ind_sim overid_LR_95cv overid_LR_99cv] = bootstrap_GVAR(B,N, ...

I don't know how to choose right lag order for serial correlation test for monthly data, because the user guide only says 4 recommended for quarterly data.

I have read the user guide but still can't find the way to solve it.

met a problem: Warning: Make sure you have defined each global variable to be domestic in ONE individual model. can't go on. Please help me.

I already select an information criterion to select the lag orders for the country-specific models, but the columns CJ-CK are blank.

I provide my own weight matrix, so I did't deal with the flow.xls. I just copy the flow.xls from Template folder, paste into Flows folder and don't do anything. I got this error: Index in position 2 exceeds array bounds (must not exceed 2). Error in gvar (line 230)