Search found 3 matches

by sanjibseviews
Tue Dec 31, 2013 7:38 am
Forum: Econometric Discussions
Topic: Unit Root Work-around?
Replies: 1
Views: 2439

Re: Unit Root Work-around?

Data - what's the measure of econ development? try taking log difference of the data, if you haven't done so.
Speicification - how did you select lag length? detrend data. you may want to test unit root vs. unit with structural change. best wishes.
by sanjibseviews
Tue Dec 31, 2013 7:30 am
Forum: Econometric Discussions
Topic: Econometric models for my dissertation
Replies: 2
Views: 4548

Re: Econometric models for my dissertation

i am sure there are several empirical studies on this topic. reading those will be your starting point, for example, http://ideas.repec.org/p/ecb/ecbwps/20101237.html
later you may also explore setting up a simultaneous equation model. best wishes.
by sanjibseviews
Fri Dec 27, 2013 8:05 am
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 181128

Re: ZAURoot (Zivot-Andrews Unit Root test)

My Eviews version doesn't support add-ins for the Zivot-Andrews unit root test with structural break. It will be really helpful if someone test the data (attached) for the 2nd and the 3rd columns separately and post the full result?

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