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

Thank You

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

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

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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

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...

I really do not know how to run the subroutine. i'd be very thankful if someone could please help me.

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...

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

What is an add in?

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