Search found 32 matches

by wolly77
Mon Oct 05, 2009 6:12 am
Forum: Programming
Topic: Dynamic ADF test
Replies: 0
Views: 1191

Dynamic ADF test

Dear trubador and other experts in Eviews programming, I explain my problem. I have to run a dynamic ADF test on residuals of a DOLS (Stock-Watson (1993)) estimation. That is, since that I work with quarterly data, I have to repeat the DOLS estimation every quarter, generate the residuals serie of t...
by wolly77
Mon Oct 05, 2009 4:49 am
Forum: Programming
Topic: Lumsdaine-Papell Unit Root Test
Replies: 23
Views: 19720

Re: Lumsdaine-Papell Unit Root Test

Hi guys, I'm new in this forum. I have some problem with running the Zivot-Andrews in the code published by trubador on Jun 01 2009 (that is, the last one code which appears in this discussion). I create a group of variables and then, when I run the model, appears the following script: "Syntax ...

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