Ng-Perron Unit Root Test

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alexismaka
Posts: 2
Joined: Thu Aug 30, 2012 1:22 pm

Ng-Perron Unit Root Test

Postby alexismaka » Thu Aug 30, 2012 1:31 pm

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.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Ng-Perron Unit Root Test

Postby EViews Gareth » Thu Aug 30, 2012 1:50 pm

User Guide II is quite explicit in what they stand for. Page 388 (of the PDF) has their functional forms.
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