Search found 3 matches
- Fri Feb 12, 2016 2:16 am
- Forum: Estimation
- Topic: Problem with Kao cointegration test
- Replies: 4
- Views: 4520
Re: Problem with Kao cointegration test
Thank you Gareth. That helps me a lot!
- Thu Feb 11, 2016 4:13 am
- Forum: Estimation
- Topic: Problem with Kao cointegration test
- Replies: 4
- Views: 4520
Re: Problem with Kao cointegration test
Dear Glenn, I am running a Kao panel cointegration test, with N=10, T=43. I get that the t ADF statistic (the Kao statistic) is -7.432208. Then, Eviews offers me more information: the residual variance, which is 0.014640, and the HAC variance, which is 0.003992. Then, in the auxiliary regression (th...
- Wed Feb 10, 2016 5:05 am
- Forum: Estimation
- Topic: Problem with Kao cointegration test
- Replies: 4
- Views: 4520
Problem with Kao cointegration test
Dear all, I have run a Kao Panel Cointegration Test in Eviews 8. I have seen on the help the formula used to do the calculation, which is I think the 46.18 in the link: http://www.eviews.com/help/helpintro.html#page/EViews%209%20Help/coint.060.4.html When I run the cointegration test, I get the Kao ...