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by Tisoon
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...
by Tisoon
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...

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