Search found 3 matches

by Ausland2011
Sun Apr 25, 2010 1:29 am
Forum: Econometric Discussions
Topic: Augmented Dickey-Fuller Test - Need Urgent Help!
Replies: 1
Views: 4390

Augmented Dickey-Fuller Test - Need Urgent Help!

Hello, In testing a variable for non-stationarity, I am not sure whether in the list of options of the ADF test I can drop the intercept in case it is not statistically significant (assuming the trend is already non significant). Therefore, in this case, I would select "none" in the list o...
by Ausland2011
Wed Apr 14, 2010 7:27 pm
Forum: Econometric Discussions
Topic: ADL method?
Replies: 0
Views: 3497

ADL method?

Hi,

I am trying to estimate a model, and I am dealing with variables having different order of integration (I(0), I(1), and I(2)). Using an autoregressive distributed lag model would be the best choice in this case?

Thank you very much!!
by Ausland2011
Wed Apr 14, 2010 10:27 am
Forum: Econometric Discussions
Topic: Non-stationarity and estimation
Replies: 0
Views: 2658

Non-stationarity and estimation

Hi, I am trying to estimate a regression where all variables are I(1) with the exception of one, which is I(2). In order to assure that all variables have the same order of integration, is the only solution transforming the variable that is I(2) in first differences in order to make it I(1)? Would i...

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