Search found 4 matches

by ngantran
Tue Mar 28, 2017 11:29 pm
Forum: Programming
Topic: LP test for unit root with break
Replies: 0
Views: 921

LP test for unit root with break

Hi all, I just modified a code for Lumsdaine-Papell test, based on codes provided by the Eviews experts (tcfoon and trubador). However, I think my code has bugs since the result is different from that of the expert's code. Could someone show me where I did wrong, please? And how to obtain the t-crit...
by ngantran
Tue Mar 21, 2017 10:02 pm
Forum: Add-in Support
Topic: HEGY*
Replies: 7
Views: 7492

Re: HEGY*

Hi all, I'm a bit confused about the interpretation of HEGY seasonal unit root tests in case of monthly data. From my personal thought: - the seasonal unit root with 2 month per cycle corresponds to the frequency of the root pi - the seasonal unit root with 4 month per cycle corresponds to the frequ...
by ngantran
Fri Oct 14, 2016 12:34 am
Forum: Bug Reports
Topic: Eviews9 ARDL Cointegrating and Long Run Form
Replies: 9
Views: 4367

Re: Eviews9 ARDL Cointegrating and Long Run Form

Hi, thanks for your reply. There is a case with zero lags in two variables. I realise that in this case, if you compute the long-run estimation based on bounds tests from Eviews, it will return different results from cointegration and long-run form. This error does not occur in the case with minimum...
by ngantran
Fri Oct 07, 2016 8:30 pm
Forum: Bug Reports
Topic: Eviews9 ARDL Cointegrating and Long Run Form
Replies: 9
Views: 4367

Re: Eviews9 ARDL Cointegrating and Long Run Form

Hello, I think the bug of long-run form is still there. I am using Eviews 9.5 (updated September 2016). I found that the long-run coefficients calculated from bounds test are different from those from cointegrating and long run form. Please see pictures below. Untitled.png Untitled1.png For example:...

Go to advanced search