Search found 4 matches
- Mon Jan 03, 2011 6:56 pm
- Forum: Programming
- Topic: Gregory-Hansen Cointegration Test
- Replies: 0
- Views: 1926
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...
- Sat Dec 18, 2010 6:12 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418821
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...
- Tue Dec 14, 2010 8:01 pm
- Forum: Estimation
- Topic: how to get the supF test,meanF test and Lc test
- Replies: 2
- Views: 4600
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!
- Sun Dec 12, 2010 7:25 am
- Forum: Estimation
- Topic: how to get the supF test,meanF test and Lc test
- Replies: 2
- Views: 4600
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...