Search found 4 matches

by adder000
Mon Jan 03, 2011 6:56 pm
Forum: Programming
Topic: Gregory-Hansen Cointegration Test
Replies: 0
Views: 817

Gregory-Hansen Cointegration Test

Dear Sir, Thank you for your attention and It's my great honor to introduce myself. My name is Adder,a Chinese postgraduate student. I am writting a paper now (the data I used is time series) , which should be estimated by the method of FM-OLS. I want to use the Gregory-Hansen test based on the meth...
by adder000
Sat Dec 18, 2010 6:12 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 96220

Re: Gregory-Hansen Cointegration Test

[quote="trubador"][quote="jjaa"]Hi, Dear trubador, Thank you for your attention and It's my great honor to introduce myself. My name is Adder,a Chinese postgraduate student. I am writting a paper now (the data I used is time series) , which should be estimated by the method of FM...
by adder000
Tue Dec 14, 2010 8:01 pm
Forum: Estimation
Topic: how to get the supF test,meanF test and Lc test
Replies: 2
Views: 2637

Re: how to get the supF test,meanF test and Lc test

EViews Glenn wrote:EViews computes the Lc statistic. Look in the manual for the cointegrating regression chapter, and find the discussion of the Hansen Parameter Instability test. There is an example.


Oh,Thanks for your advice, I've got the solution!
by adder000
Sun Dec 12, 2010 7:25 am
Forum: Estimation
Topic: how to get the supF test,meanF test and Lc test
Replies: 2
Views: 2637

how to get the supF test,meanF test and Lc test

Dear sir/madam, Thank you for your attention. I'm writting a paper now (the paper's data is time series), in which the modle should be estimated by the method of FM-OLS, I have got the parameter estimates with FM-OLS in Eviews 7 ,but I don't know how to use Eviews to test for parameter stability (t...

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