Search found 4 matches
Search found 4 matches • Page 1 of 1
- Fri Jan 13, 2017 1:06 am
- Forum: Econometric Discussions
- Topic: Critical Value for Cointegration test
- Replies: 0
- Views: 749
Dear Friends, how to calculate the Critical values in cointegartion test? The user guide says " Critical values are available for up to k=10 series. Also note that the critical values depend on the trend assumptions and may not be appropriate for models that contain other deterministic regresso...
There is example file (favar_ex.prg) and instruction pdf file in the FAVAR add-in folder. Hi,Dakila, your suggestion is helpful. I am trying to follow the instruction to apply the FAVAR. However, I did the exactly same as the favar_ex, the software replied me with "factor01 is not the same len...