Search found 7 matches

by romiromero
Thu Nov 05, 2009 10:37 am
Forum: Estimation
Topic: Critical values- Cointegrations with exogenous variables
Replies: 0
Views: 982

Critical values- Cointegrations with exogenous variables

Hello, I need to include a dummy variable as an exogenous one in the Johansen cointegration test; however, I noticed that the following note appears when performing this test "critical values may be not valid with exogenous variables", so what critical values are valid in this case? Can yo...
by romiromero
Wed Sep 02, 2009 3:22 pm
Forum: Program Repository
Topic: HEGY Seasonal Unit Root Testing for Monthly Series
Replies: 9
Views: 20364

Re: HEGY Seasonal Unit Root Testing for Monthly Series

Your test follows the developments of Franses (1991); however, according to Franses' methodology, we should check the statistical significance of: 1) phi 3, phi 4 2) phi 5, phi 6 3) phi 7, phi 8 4) phi 9, phi 10 5) phi 11, phi 12 6) phi 3... phi 12 but in the program you modified step 6 and added a ...
by romiromero
Wed Sep 02, 2009 10:59 am
Forum: Program Repository
Topic: HEGY Seasonal Unit Root Testing for Monthly Series
Replies: 9
Views: 20364

Re: HEGY Seasonal Unit Root Testing for Monthly Series

Hello,

Thank you again for your answer; another question: the test you developed is based on the derivation of Franses (1990) or Beaulieu and Miron?

Best regards,
by romiromero
Wed Sep 02, 2009 7:19 am
Forum: Program Repository
Topic: HEGY Seasonal Unit Root Testing for Monthly Series
Replies: 9
Views: 20364

Re: HEGY Seasonal Unit Root Testing for Monthly Series

Hello,

Thank you for the program, but I do not know how to interpret the results. Please, can you give me any reference to understand the results of this test?
Thank you very much in advance.
Best regards,
by romiromero
Tue Sep 01, 2009 3:36 pm
Forum: Data Manipulation
Topic: A string variable
Replies: 4
Views: 2581

Re: A string variable

OK, I got it!
Thank you again.
by romiromero
Tue Sep 01, 2009 3:28 pm
Forum: Data Manipulation
Topic: A string variable
Replies: 4
Views: 2581

Re: A string variable

Thank you for your answer, but what is the meaning of an alpha series? How can I convert a "normal" series in an alpha one?
Best regards,
by romiromero
Tue Sep 01, 2009 2:01 pm
Forum: Data Manipulation
Topic: A string variable
Replies: 4
Views: 2581

A string variable

Hello, I have this question: I am working with panel data (by the way I'm using EViews 6.0), by default this program uses crossid as identifier for the cross section; however, I'd like to know if it is possible to replace it by the names of the cross sections, that is, if my cross section unit is th...

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