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- Mon May 07, 2012 2:56 pm
- Forum: Programming
- Topic: kapetanios, shin & snell unit root test.
- Replies: 6
- Views: 14172
Re: kapetanios, shin & snell unit root test.
Hi colleagues, I am in the process of performing the KSS test. However, I am not sure how to carry out hypothesis test in Eviews since the hypotheses are H1: a =0 vs. Ha: a <0, with a being the coefficient on the cube term? Can I use the Wald coefficent restriction option? If yes, how do I specify t...