Search found 5 matches

by agy038
Sun Sep 16, 2018 2:53 am
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 182440

Re: ZAURoot (Zivot-Andrews Unit Root test)

Hi there,

I have just realised that the 5% critical value is shown as -4,93 by the ZAURoot add-in whereas it should be -4,80 (See Zivot&Andrews, 1992, p. 256). Not a big difference, yet there could be cases where it does matter.
by agy038
Thu Dec 25, 2014 8:03 am
Forum: Estimation
Topic: CD production function under constant returns to scale
Replies: 1
Views: 3051

CD production function under constant returns to scale

Dear all, How do I estimate a Cobb-Douglas production function under the assumption of constant returns to scale? So the production function must be Y=(K^alpha)*L^(1-beta) such that alpha+beta=0 . In other words, instead of taking the logs and estimating the function and deciding if there is a const...
by agy038
Fri Oct 10, 2014 5:36 am
Forum: Estimation
Topic: Testing for unit root using DF-GLS
Replies: 4
Views: 7399

Testing for unit root using DF-GLS

Hi to all, I have a series which consist of 109 observations and I am trying to test for stationary by using DF-GLS. Even though Eviews allows me to compute the GLS-detrended Dickey-Fuller (Elliot, Rothenberg, and Stock, 1996) test, I want to calculate it myself just to make sure that I understand h...
by agy038
Wed Aug 27, 2014 7:00 am
Forum: Estimation
Topic: wald coefficient restrictions
Replies: 5
Views: 5326

Re: wald coefficient restrictions

thanks anyway
by agy038
Wed Aug 27, 2014 2:16 am
Forum: Estimation
Topic: wald coefficient restrictions
Replies: 5
Views: 5326

wald coefficient restrictions

hi there, I am performing Toda-Yamamoto causality test in Eviews and what I need to do is to set coefficient restrictions to zero starting from C(1) to C(20). To perform this I need to type C(1)=C(2)=C(3)..=C(19)=C(20)=0 . Is there a easy way to set all the coefficient restrictions to zero rather th...

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