Search found 2 matches
- Mon Sep 03, 2012 8:27 am
- Forum: Add-in Support
- Topic: Trouble with the Perron/Zivot-Andrews tests Add-in
- Replies: 0
- Views: 4444
Trouble with the Perron/Zivot-Andrews tests Add-in
When I run both the Perron (ppuroot) and Zivot-Andrews (zauroot) add-in unit roots test with structural breaks on my quarterly data, i get the message "Near singular matrix error. Regressors may be perfectly collinear" . Only when I apply the tests for one of my monthly series (inflation) ...
- Thu Aug 30, 2012 1:31 pm
- Forum: Estimation
- Topic: Ng-Perron Unit Root Test
- Replies: 1
- Views: 6675
Ng-Perron Unit Root Test
What does the EViews output for the Ng-Perron unit root test means? Specifically what does
MZa MZt MSB MPT
stand for? What they mean?
EViews Help is not helpful in explaining this test.
MZa MZt MSB MPT
stand for? What they mean?
EViews Help is not helpful in explaining this test.