Search found 3 matches
- Tue Jan 12, 2010 11:28 pm
- Forum: Programming
- Topic: Lumsdaine-Papell Unit Root Test
- Replies: 23
- Views: 41573
Re: Lumsdaine-Papell Unit Root Test
Please help set a monte carlo simulation to compute cretical value of lp test. I have modified your code and added a simulation exercise into the beginning. Although the following code seems to be working and identifying the structural breaks correctly, you can make all the necessary modifications a...
- Tue Jan 12, 2010 11:14 pm
- Forum: Programming
- Topic: Lumsdaine-Papell Unit Root Test
- Replies: 23
- Views: 41573
Re: Lumsdaine-Papell Unit Root Test
Dear Trubador Could you tell me how to compute critcal value of LP test. Best Regards cass joe xu joe_3xu(at)sina.com [quote="trubador"]I have modified your code and added a simulation exercise into the beginning. Although the following code seems to be working and identifying the structur...
- Tue Jan 12, 2010 11:10 pm
- Forum: Programming
- Topic: Lumsdaine-Papell Unit Root Test
- Replies: 23
- Views: 41573
Re: Lumsdaine-Papell Unit Root Test
Dear expert:
Could you tell me how to compute critcial valure of LP test
Thanks!
Could you tell me how to compute critcial valure of LP test
Thanks!
Dear Trubador,
Thank you very much for the coding. I am really appreciate your help..
Warmest regards,
CF Tang
