Search found 11 matches

by jjaa
Fri Nov 12, 2010 11:50 am
Forum: EViews 5 and Earlier
Topic: gregory hansen
Replies: 0
Views: 1458

gregory hansen

Hi,
i am using the Gh test. I can run the test with level shift, level shift with trend. But when I want to run with regime shift it appears an error message: Near singular matrix in "DO_GHC.LS Y C(@TREND>4-2)G
please anyone help me

Thanks
by jjaa
Tue Nov 09, 2010 10:59 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 92033

Re: Gregory-Hansen Cointegration Test

Hi,
what is the Phillips procedure in the Gregory Hansen Cointegration Test?

Thank You
by jjaa
Sun Nov 07, 2010 2:39 pm
Forum: Econometric Discussions
Topic: Gregory hansen interpretation
Replies: 3
Views: 1875

Gregory hansen interpretation

Hi,
I have just run the GH cointegration test but I realley do not understand what i got. could please someone help me? which is the null hypothesis? what is the distribution that it uses?. Please heelp me

Thank you in advance
by jjaa
Wed Oct 06, 2010 6:22 pm
Forum: Programming
Topic: Lumsdaine-Papell Unit Root Test
Replies: 23
Views: 17705

Re: Lumsdaine-Papell Unit Root Test

Hi,
if i want to run the lumsdaine-papell unit root test without the simulation, which code may i use?

Thank you
by jjaa
Wed Oct 06, 2010 6:00 pm
Forum: Programming
Topic: Gregory-Hansen cointegration test
Replies: 17
Views: 10406

Re: Gregory-Hansen cointegration test

Hi,
i have a problem, when i run the test and define the series IY and SY, it appears a window thats says, insufficient number of observations, and i am working with more than 100 observations.
Thank you
by jjaa
Tue Oct 05, 2010 3:28 pm
Forum: Programming
Topic: Zivot
Replies: 10
Views: 2755

Re: Zivot

Yes I read the user's guide. I saved the program but i have problems to define the arguments. for example, I am working with gdp, when i go to run it apperas a wondow where i have to complete and it says Program arguments(%0,%1..). what is the form that i must complete that? that is what i do not kn...
by jjaa
Sun Oct 03, 2010 12:49 pm
Forum: Programming
Topic: Zivot
Replies: 10
Views: 2755

Re: Zivot

I really do not know how to run the subroutine. i'd be very thankful if someone could please help me.
by jjaa
Fri Oct 01, 2010 6:48 am
Forum: Programming
Topic: Zivot
Replies: 10
Views: 2755

Re: Zivot

Sorry again, but I am new and i really do not know much about the program. I will tell you, trubador, what i do. I want to run the subroutine Zivot and Andrews, so I go to File-New-Program. Then I paste the code. Then I do click on Run and appears a new window which has two spaces to complete, one s...
by jjaa
Wed Sep 29, 2010 6:56 am
Forum: Programming
Topic: Zivot
Replies: 10
Views: 2755

Re: Zivot

Thank you trubador.
When I try to run the subroutine it appears an error message: Y is not defined in CALL ZIVOT (Y, C, 4).
If I define the serie Y, why that appears?

Thank you
by jjaa
Wed Sep 29, 2010 5:20 am
Forum: Programming
Topic: Zivot
Replies: 10
Views: 2755

Re: Zivot

What is an add in?
by jjaa
Tue Sep 28, 2010 9:04 pm
Forum: Programming
Topic: Zivot
Replies: 10
Views: 2755

Zivot

Hi,
I am new using eviews and i have problems to run the zivot and andrews test. Could please someone tell me how I have to do it ?

Thank you

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