Search found 3 matches

by xuehe
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...
by xuehe
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...
by xuehe
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!
Dear Trubador,

Thank you very much for the coding. I am really appreciate your help..

Warmest regards,
CF Tang

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