Search found 5 matches

by tgmoe
Wed Oct 15, 2014 4:48 pm
Forum: General Information and Tips and Tricks
Topic: Kao's panel cointegration tests
Replies: 6
Views: 7213

Re: Kao's panel cointegration tests

Is the insufficient number of observations statement in regards to the length of time series or the number of cross-sections? I am receiving the statement with the Kao tests but not with the Pedroni tests.
by tgmoe
Sat Apr 14, 2012 2:19 pm
Forum: Estimation
Topic: Unit Root Test
Replies: 3
Views: 2549

Re: Unit Root Test

Yes, I was unclear. What I mean to ask is in the Dickey-Fuller Unit Root Test which hypothesis is being tested? a=0 or p=1.
by tgmoe
Fri Apr 13, 2012 7:44 pm
Forum: Estimation
Topic: Unit Root Test
Replies: 3
Views: 2549

Unit Root Test

For the unit root test, what is the hypothesis being tested? Is it,
yt = pyt-1 + et
H0: p=1 v. Ha: p<1
or
Δyt = ayt-1 + et where a = p-1
H0: a=0 v. Ha: a<0

Thanks for any help!
by tgmoe
Wed Dec 07, 2011 5:09 pm
Forum: EViews 5 and Earlier
Topic: F-Statistic in 2SLS
Replies: 5
Views: 8372

Re: F-Statistic in 2SLS

Alright great, thanks.
by tgmoe
Wed Dec 07, 2011 4:10 pm
Forum: EViews 5 and Earlier
Topic: F-Statistic in 2SLS
Replies: 5
Views: 8372

F-Statistic in 2SLS

The 2SLS output provides the F-Statistic, is this the same as the first-stage f-statistic reported in Stata? They are providing different results, should this be the case? If so, can someone explain why? Thanks

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