Search found 2 matches
- Tue Aug 17, 2010 6:14 am
- Forum: Econometric Discussions
- Topic: Number of Observations in ADF and PP Unit Root Test
- Replies: 1
- Views: 4085
Re: Number of Observations in ADF and PP Unit Root Test
I forget to tell you guys, I'm using EViews 7.0 Standard Edition.
- Tue Aug 17, 2010 6:12 am
- Forum: Econometric Discussions
- Topic: Number of Observations in ADF and PP Unit Root Test
- Replies: 1
- Views: 4085
Number of Observations in ADF and PP Unit Root Test
Hi! Let me tell you what I've been working on first. I'm currently running the UR test for MSCI INDEX for 7 countries (Indonesia, Malaysia, Thailand, Philippines, Singapore, Japan and USA), monthly data from 1997-1998 (2 years). I try to use the three criterions (AIC, SIC, and HQC). I notice that EV...