I have just found the add in thank you. a couple of questions on this if you could help:
- What are the % of confidence band
- What should be inputted into 'sign restriction vector'? Should I create a vector before? How do i specify the sign?
TY!
Search found 2 matches
- Tue Jan 24, 2017 8:11 am
- Forum: Econometric Discussions
- Topic: DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
- Replies: 3
- Views: 3986
- Mon Jan 23, 2017 1:12 am
- Forum: Econometric Discussions
- Topic: DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
- Replies: 3
- Views: 3986
DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
Hi all, Thanks for taking the time to read this - I am new to this forum. I am currently undertaking a project looking at the responses of inflation and output to monetary policy. When using the ADF and PP test to check my data is stationary, it provides an argument to take the first difference of m...