Unit Root test for SUR

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Posts: 12
Joined: Fri May 06, 2011 7:49 am

Unit Root test for SUR

Postby smurac1986 » Fri Jan 19, 2018 5:27 am


I am estimating a seemingly unrelated regression consisting of 25 or so equations as below

Y = C(1) + C(2)*X1 + C(3)*X2
Z = C(4) + C(5)*K1 + C(6)*K2..... ETC,

I am wondering what is the best way to check for unit root using EViews. Is it best to test each viable in the system separately or can a 'group' unit root test be carried out. I have read in the literature about the Seemingly Unrelated Regression ADF but am unsure if this is possible using EViews.



Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 7 guests