Search found 5 matches
- Sun Aug 02, 2020 6:48 pm
- Forum: Programming
- Topic: Ng - Perron UR test loop
- Replies: 0
- Views: 9850
Ng - Perron UR test loop
I am trying to compute the Ng - Perron unit root test for many series. Based on an ADF loop posted in this forum, I tried the following but it does not produce results for all the tests. Any help in fixing this is appreciated. Thanks. group g * not resid 'put every series in the workfile into a grou...
- Fri Aug 19, 2016 11:43 am
- Forum: Estimation
- Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
- Replies: 8
- Views: 9620
Re: ARDL/ Wald Test Restrctions on Long Run Parameter
Thanks. I was hoping for a more fast/efficient way of doing this as I at least have 53 ARDL models to estimate and test LR restrictions.
I hope someone will chime in with an idea/ad in to do this> Thanks.
I hope someone will chime in with an idea/ad in to do this> Thanks.
- Fri Aug 19, 2016 10:50 am
- Forum: Estimation
- Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
- Replies: 8
- Views: 9620
Re: ARDL/ Wald Test Restrctions on Long Run Parameter
Can you briefly elaborate on what you mean by manually (is that as in re-estimating the Unrestricted ECM "Test Equation" and then test the restrictions? EV does provide the LR ARDL estimates, I am trying to "efficiently" test few restrictions on these Parameters within the ARDL f...
- Fri Aug 19, 2016 7:53 am
- Forum: Estimation
- Topic: ARDL/ Wald Test Restrctions on Long Run Parameter
- Replies: 8
- Views: 9620
ARDL/ Wald Test Restrctions on Long Run Parameter
Hi all,
Anybody know how to "Wald" test restrictions on long run parameters within the ARDL framework? Easy and straight forward in MFIT5 but I can't seem to figure that out in EV9.5. Thanks.
Anybody know how to "Wald" test restrictions on long run parameters within the ARDL framework? Easy and straight forward in MFIT5 but I can't seem to figure that out in EV9.5. Thanks.
- Thu Aug 18, 2016 1:36 pm
- Forum: Econometric Discussions
- Topic: ARDL - Long Run Parameter Restrictions
- Replies: 0
- Views: 2422
ARDL - Long Run Parameter Restrictions
Hi all,
Anybody know how to "Wald" test restrictions on long run parameters within the ARDL framework? Easy and straight forward in MFIT5 but I can't seem to figure that out in EV9.5. Thanks.
Anybody know how to "Wald" test restrictions on long run parameters within the ARDL framework? Easy and straight forward in MFIT5 but I can't seem to figure that out in EV9.5. Thanks.