Search found 4 matches
- Sat May 10, 2025 12:23 am
- Forum: Econometric Discussions
- Topic: ARDL MODEL
- Replies: 0
- Views: 269138
ARDL MODEL
In an ARDL model, is it possible to include two general dummy variables related to the model and one interaction dummy variable specific to a single independent variable?
- Sun May 04, 2025 6:21 am
- Forum: Econometric Discussions
- Topic: Lee-Strazicich (LS) multiplier unit root test
- Replies: 0
- Views: 92484
Lee-Strazicich (LS) multiplier unit root test
Hi,
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?
- Sun May 04, 2025 6:19 am
- Forum: Add-in Support
- Topic: Lee and Strazicich multiplier unit root test
- Replies: 0
- Views: 336295
Lee and Strazicich multiplier unit root test
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?
- Sun May 04, 2025 6:16 am
- Forum: General Information and Tips and Tricks
- Topic: Lee-Strazicich (LS) multiplier unit root test
- Replies: 0
- Views: 98207
Lee-Strazicich (LS) multiplier unit root test
Hi,
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?