KPSS Test. How to find it?

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LKie
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Joined: Tue Feb 09, 2016 3:17 am

KPSS Test. How to find it?

Postby LKie » Thu Mar 24, 2016 12:06 pm

Hello,

How can I find KPSS test for unit root on eviews 8? According to the Help PDF it supposed to be in the dropdown menu when choosing unit root testing, however, it is not there.
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EViews Gareth
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Re: KPSS Test. How to find it?

Postby EViews Gareth » Thu Mar 24, 2016 12:06 pm

You have panel data. KPSS test is only for time series data.
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LKie
Posts: 17
Joined: Tue Feb 09, 2016 3:17 am

Re: KPSS Test. How to find it?

Postby LKie » Thu Mar 24, 2016 1:37 pm

Is there any alternative to KPSS so I could have more reliable unit root test for relatively small sample?

Also, how come I'm able to run KPSS on gretl?
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LKie
Posts: 17
Joined: Tue Feb 09, 2016 3:17 am

Re: KPSS Test. How to find it?

Postby LKie » Fri Mar 25, 2016 8:04 am

Would be very nice to get some guidance on this one...
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