Search found 2 matches
- Sat Apr 06, 2013 3:32 am
- Forum: Econometric Discussions
- Topic: Unit Root tests specifications
- Replies: 1
- Views: 2159
Re: Unit Root tests specifications
Hello, You must test all. And for each, if the trend of the constant is not significative, so you must test the next model. So, in level, you test in the order : -trend and intercept; -then intercept; -then none. If in intercept, for example, the intercept is good (C has a t-statistic superior to hi...
- Fri Apr 05, 2013 6:20 am
- Forum: Econometric Discussions
- Topic: Problems with Unit Root Tests
- Replies: 0
- Views: 1737
Problems with Unit Root Tests
Hello, I want to estimate a ECM or VECM model and I must to start to control the order of integration of (3) variables. There are the sells of diesel (lgz), the GDP (lpib) and the price of diesel (lpx). But I've problems and understanding. For the variable LGZ : http://img515.imageshack.us/img515/63...
