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- Wed Aug 23, 2017 2:37 pm
- Forum: Estimation
- Topic: Testing for unit root using DF-GLS
- Replies: 4
- Views: 9108
Re: Testing for unit root using DF-GLS
Hi agy038, First of all i have to thank you because i had problem with Elliot-Rothenberg-Stock (ERS) Test manually too but in my case i had a confusion in calculating alpha (I put the trend instead of T(the number of observations)). Well, let me help you now After you regress ls ygls x1t x2t, you ha...