unit root tests

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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

unit root tests

Postby selin1000 » Sun Jun 10, 2012 6:47 am

Hello!

I was wondering if anyone has Eviews codes to run Montanes Clemente Reyes Test, Perron-Vogelsang unit root test and HEGY seasonal unit root test.

I will so much appreciate your help. Thank you so much!

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

Re: unit root tests

Postby EViews Gareth » Sun Jun 10, 2012 8:07 am

http://forums.eviews.com/viewtopic.php? ... egy#p17512
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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

Re: unit root tests

Postby selin1000 » Sun Jun 10, 2012 8:19 am

Thank you so much for your help! I appreciate it. How about Montanes Clemente Reyes and Perron-Vogelsang? I actually need them too. :)

Have a great day!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: unit root tests

Postby EViews Gareth » Sun Jun 10, 2012 10:44 am

Don't know of any programs that do those.
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selin1000
Posts: 40
Joined: Tue Mar 06, 2012 1:56 pm

Re: unit root tests

Postby selin1000 » Mon Jun 11, 2012 9:59 am

Thanks anyways. Have a great day!
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