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KPSS Test. How to find it?

Posted: Thu Mar 24, 2016 12:06 pm
by LKie
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.

Re: KPSS Test. How to find it?

Posted: Thu Mar 24, 2016 12:06 pm
by EViews Gareth
You have panel data. KPSS test is only for time series data.

Re: KPSS Test. How to find it?

Posted: Thu Mar 24, 2016 1:37 pm
by LKie
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?

Re: KPSS Test. How to find it?

Posted: Fri Mar 25, 2016 8:04 am
by LKie
Would be very nice to get some guidance on this one...