Search found 5 matches
- Thu Jan 11, 2018 7:26 am
- Forum: Estimation
- Topic: Robust variance for Dumitrescu Hurlin causality test?
- Replies: 4
- Views: 4230
Re: Robust variance for Dumitrescu Hurlin causality test?
And for the standard Granger non-causality test for panels, do you use robust SEs?
- Wed Jan 10, 2018 4:34 pm
- Forum: Estimation
- Topic: Robust variance for Dumitrescu Hurlin causality test?
- Replies: 4
- Views: 4230
Re: Robust variance for Dumitrescu Hurlin causality test?
What I mean is: does Eviews use robust variance to calculate Dumitrescu Hurlin causality test?
- Tue Jan 09, 2018 7:17 am
- Forum: Estimation
- Topic: Robust variance for Dumitrescu Hurlin causality test?
- Replies: 4
- Views: 4230
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.
Are robust variances used in order to derive the Wald statistics used in the Dumitrescu Hurlin causality test?
Thanks.
- Wed Jul 12, 2017 1:49 am
- Forum: Programming
- Topic: error in Dumitrescu Hurlin test in Eviews 9?
- Replies: 6
- Views: 5517
Re: error in Dumitrescu Hurlin test in Eviews 9?
Thanks for that.
Did you check the Z statistics?
Did you check the Z statistics?
- Mon Jul 10, 2017 1:58 am
- Forum: Programming
- Topic: error in Dumitrescu Hurlin test in Eviews 9?
- Replies: 6
- Views: 5517
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?