Hi,
what is the Phillips procedure in the Gregory Hansen Cointegration Test?
Thank You
Search found 10 matches
- Tue Nov 09, 2010 10:59 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 420732
- Sun Nov 07, 2010 2:39 pm
- Forum: Econometric Discussions
- Topic: Gregory hansen interpretation
- Replies: 3
- Views: 4288
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
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
- Wed Oct 06, 2010 6:22 pm
- Forum: Programming
- Topic: Lumsdaine-Papell Unit Root Test
- Replies: 23
- Views: 31379
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
if i want to run the lumsdaine-papell unit root test without the simulation, which code may i use?
Thank you
- Wed Oct 06, 2010 6:00 pm
- Forum: Programming
- Topic: Gregory-Hansen cointegration test
- Replies: 17
- Views: 19584
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
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
- Tue Oct 05, 2010 3:28 pm
- Forum: Programming
- Topic: Zivot
- Replies: 10
- Views: 7942
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...
- Sun Oct 03, 2010 12:49 pm
- Forum: Programming
- Topic: Zivot
- Replies: 10
- Views: 7942
Re: Zivot
I really do not know how to run the subroutine. i'd be very thankful if someone could please help me.
- Fri Oct 01, 2010 6:48 am
- Forum: Programming
- Topic: Zivot
- Replies: 10
- Views: 7942
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...
- Wed Sep 29, 2010 6:56 am
- Forum: Programming
- Topic: Zivot
- Replies: 10
- Views: 7942
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
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
- Wed Sep 29, 2010 5:20 am
- Forum: Programming
- Topic: Zivot
- Replies: 10
- Views: 7942
Re: Zivot
What is an add in?
- Tue Sep 28, 2010 9:04 pm
- Forum: Programming
- Topic: Zivot
- Replies: 10
- Views: 7942
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
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