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if trace and maximum eigenvalue test do not agree with the number of cointegrating eqns what should be my conclusion?
thank you for your time

I was asked to to a more powerful unit root test on my data than ADF and Phillips-Perron. Elliot- Rothenberg-Stock unit root test was the one pointed out and I was reading carefully the User Guide2 but i didn't find out what my results mean, because I am not familiar to the test. this is the table: ...

there is a test that refers to common unit root. I examined all the variables about unit roots and their differences but the question is whether i can come to a conclusion with this: Null Hypothesis: Unit root (common unit root process) Series: LOGGDP, LOGGDP(-1), DEBT_GDP(-1) Sample: 1948 2014 Exog...

• yt = β0 + β1 yt-1 + β2 dt-1 + ε3t ,where yt = log(GDP) and dt= Debt /GDP i want to test whether this has a unit root or not. all numbers are known except the disturbance term ofcourse . i ran it with the ls command and then i cannot make the ADF test. I know we have to check when 1- β1L is 0 and i...

I want to run this estimation :ls loggdp c loggdp(-1) logdt(-1) , where loggdp is calculated in excel as well as logdt which is the log of Debt/GDP. in this estimation I am asked to investigate whether there is a unit root(Dickey- Fuller test) and cointegration. I wanted to ask you how to do this. U...

I am trying to form an equation like this: GDP=b0 + b1GDP(-1) +b2Dummy1 + b3Dummy2 +...+Ut(error term), where dummies refer to a specific unnual period of debt, i.e. Dummy1 refers to debt from 1970 to 1974 and the same goes for the other dummies.Even though I have created the dummies with the @durin...