Search found 5 matches

by Mateus
Thu Jan 11, 2018 7:26 am
Forum: Estimation
Topic: Robust variance for Dumitrescu Hurlin causality test?
Replies: 4
Views: 471

Re: Robust variance for Dumitrescu Hurlin causality test?

And for the standard Granger non-causality test for panels, do you use robust SEs?
by Mateus
Wed Jan 10, 2018 4:34 pm
Forum: Estimation
Topic: Robust variance for Dumitrescu Hurlin causality test?
Replies: 4
Views: 471

Re: Robust variance for Dumitrescu Hurlin causality test?

What I mean is: does Eviews use robust variance to calculate Dumitrescu Hurlin causality test?
by Mateus
Tue Jan 09, 2018 7:17 am
Forum: Estimation
Topic: Robust variance for Dumitrescu Hurlin causality test?
Replies: 4
Views: 471

Robust variance for Dumitrescu Hurlin causality test?

Hi There,
Are robust variances used in order to derive the Wald statistics used in the Dumitrescu Hurlin causality test?
Thanks.
by Mateus
Wed Jul 12, 2017 1:49 am
Forum: Programming
Topic: error in Dumitrescu Hurlin test in Eviews 9?
Replies: 6
Views: 1175

Re: error in Dumitrescu Hurlin test in Eviews 9?

Thanks for that.
Did you check the Z statistics?
by Mateus
Mon Jul 10, 2017 1:58 am
Forum: Programming
Topic: error in Dumitrescu Hurlin test in Eviews 9?
Replies: 6
Views: 1175

error in Dumitrescu Hurlin test in Eviews 9?

This paper (https://www.unine.ch/files/live/sites/i ... P17-03.pdf) claims there is an error in Eviews 8 Dumitrescu Hurlin causality test code. Did you fix that for Eviews 9?

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