Search found 5 matches

by albertozzio
Sat Jan 28, 2017 12:49 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 420413

Re: Gregory-Hansen Cointegration Test

Dear trubador, I know NOTHING about subroutines on Eviews but i need to learn them for my master thesis. I am a student of Economics but unfortunately we didn't learn on time how to work on Eviews. Basically, you wrote a subroutine for this G-H test, that I need to apply to my time-series variables....
by albertozzio
Wed Dec 07, 2016 10:58 am
Forum: Add-in Writing area
Topic: Near Singular Matrix Error when performing zivot-andrews test
Replies: 7
Views: 28953

Re: Near Singular Matrix Error when performing zivot-andrews test

Who could I ask for then? should I move to another area in the Eviews User Forum?

Thanks
by albertozzio
Wed Dec 07, 2016 9:08 am
Forum: Add-in Writing area
Topic: Near Singular Matrix Error when performing zivot-andrews test
Replies: 7
Views: 28953

Re: Near Singular Matrix Error when performing zivot-andrews test

Hi Gareth, thanks for your message. These tests are different because Zivot - Andrews uses the dummies to account for structural break and for my thesis I need to use it then. Do you have any clue about why is it possible to me to perform Zivot-Andrews on some series and not on some else? I mean the...
by albertozzio
Wed Dec 07, 2016 4:16 am
Forum: Add-in Writing area
Topic: Near Singular Matrix Error when performing zivot-andrews test
Replies: 7
Views: 28953

Re: Near Singular Matrix Error when performing zivot-andrews test

Hi Eviews Glenn! Thanks for your reply. I am using Zivot Andrews unit root test because I wanna test H0: unit root hyp. + structural change hyp. Basically I am replicating a paper by Renou-Maissant, in which they use this technique. Which other "built-in" unit root breakpoint testing do yo...
by albertozzio
Tue Dec 06, 2016 10:12 am
Forum: Add-in Writing area
Topic: Near Singular Matrix Error when performing zivot-andrews test
Replies: 7
Views: 28953

Near Singular Matrix Error when performing zivot-andrews test

Hi! Can anybody explain me why when I perform a Zivot-Andrews Unit root test I get a message "Near singular matrix error. Regressors may be perfectly collinear" ? I have 8 or 9 time-series representing the price of natural gas in different countries at different periods of time. The weird ...

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