Search found 7 matches
- Thu Nov 05, 2009 10:37 am
- Forum: Estimation
- Topic: Critical values- Cointegrations with exogenous variables
- Replies: 0
- Views: 2087
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...
- Wed Sep 02, 2009 3:22 pm
- Forum: Program Repository
- Topic: HEGY Seasonal Unit Root Testing for Monthly Series
- Replies: 9
- Views: 54523
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 ...
- Wed Sep 02, 2009 10:59 am
- Forum: Program Repository
- Topic: HEGY Seasonal Unit Root Testing for Monthly Series
- Replies: 9
- Views: 54523
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,
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,
- Wed Sep 02, 2009 7:19 am
- Forum: Program Repository
- Topic: HEGY Seasonal Unit Root Testing for Monthly Series
- Replies: 9
- Views: 54523
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,
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,
- Tue Sep 01, 2009 3:36 pm
- Forum: Data Manipulation
- Topic: A string variable
- Replies: 4
- Views: 5436
Re: A string variable
OK, I got it!
Thank you again.
Thank you again.
- Tue Sep 01, 2009 3:28 pm
- Forum: Data Manipulation
- Topic: A string variable
- Replies: 4
- Views: 5436
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,
Best regards,
- Tue Sep 01, 2009 2:01 pm
- Forum: Data Manipulation
- Topic: A string variable
- Replies: 4
- Views: 5436
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...