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.
Search found 5 matches
- Sun Sep 16, 2018 2:53 am
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 182440
- 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...
- 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...
- Wed Aug 27, 2014 7:00 am
- Forum: Estimation
- Topic: wald coefficient restrictions
- Replies: 5
- Views: 5326
Re: wald coefficient restrictions
thanks anyway
- 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...