Hello everybody,
I'm trying to figure out how to change the lag-placement of the error-correction term in a VEC model. The default seems to be EC(t-1)... is there a way to change that?
Thank you!
Anna O
Search found 3 matches
- Thu Sep 24, 2009 12:58 pm
- Forum: Estimation
- Topic: Lag-placement of EC-Term
- Replies: 0
- Views: 1988
- Mon Jul 27, 2009 9:14 am
- Forum: Estimation
- Topic: @tstats for a uroot test?
- Replies: 2
- Views: 4455
Re: @tstats for a uroot test?
Thanks a lot!!
Why haven't I thought about that in the first place?
Why haven't I thought about that in the first place?
- Mon Jul 27, 2009 8:11 am
- Forum: Estimation
- Topic: @tstats for a uroot test?
- Replies: 2
- Views: 4455
@tstats for a uroot test?
Hello, I was running ADF-Tests with different specifications (trend, intercept) on various variables and wanted to create a table with the p-values (or t-stats) of each variable for each specification, to see at once whether or not I could reject the null of a unit root. Now, I can't find any functi...