Search found 2 matches
- Mon Dec 09, 2019 3:23 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 421860
Re: Gregory-Hansen Cointegration Test
Dear Mr. Trubador, thank you very much for sharing. Your post really help me in conducting my research. I really appreciate if you could also share on how to conduct the unit root test with break proposed by Narayan and Popp (2010) and Johansen, Mosconi & Nielsen (2000) cointegration test with ...
- Sun Feb 08, 2015 12:06 pm
- Forum: Econometric Discussions
- Topic: Systems of simultaneous equations in LES
- Replies: 0
- Views: 1692
Systems of simultaneous equations in LES
hi I have price and quantity demanded data on 16 commodities for more than 150 households. I want to estimated parameters of Linear Expenditure System to get demand elasticities, but I am facing problem of having negative value of R-Square for some commodities. can someone please help me Thank you t...