Search found 9 matches

by leolii
Sat Sep 29, 2012 8:20 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

yes, I just simply use Kao
by leolii
Sat Sep 01, 2012 7:21 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

No, you'll need way more than that.
Thank you very for helping
by leolii
Fri Aug 31, 2012 10:04 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

You don't have enough time periods to do an 11 variable Fisher cointegration test. Our error message could be a little more descriptive.
i c, i only got 10 years, so i need at least 11 years data do to the fisher test? Thank you very much.
by leolii
Fri Aug 31, 2012 8:48 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

Could you post your workfile?
Sure
by leolii
Fri Aug 31, 2012 8:11 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

Please update to the latest version (Help->EViews Update).
I updated to Aug 24 2012 build, but it still the same, shows the error message.
by leolii
Thu Aug 30, 2012 8:49 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

What's the build date? (You can check from Help->About EViews)
Enterprise Edition -May 4 2011
by leolii
Thu Aug 30, 2012 8:07 am
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

Re: cointegration test problem

You should update to EViews 7.2.
sorry, it is 7.2 version.
by leolii
Wed Aug 29, 2012 7:39 pm
Forum: Econometric Discussions
Topic: cointegration test problem
Replies: 18
Views: 16653

cointegration test problem

Hi I have EViews 7.2 version. I was doing cointegration test for my panel data, when I selected Fisher(combined Johansen) and run the test, a error message says "invalid or duplicate specification or insufficient data for estimations." But If I select the other method which is Kao(Engle-Gr...
by leolii
Wed Aug 22, 2012 7:15 am
Forum: Econometric Discussions
Topic: Panel Unit Root testing questions! Help!
Replies: 2
Views: 11034

Panel Unit Root testing questions! Help!

Hi, I'm doing my thesis report, I have a panel data, to have the panel Unit root test, I choose Hadri,Im, Pesaran and Shin and Levin, Lin & Chu methods. But while dealing the result, I have trouble to get the conclusion, all the variables have less than 5% P-value. Besides,Im, Pesaran, Shin W-st...

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