EViews.com

Posted: **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.

Posted: **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.

EViews.com

Ng-Perron Unit Root Test

Ng-Perron Unit Root Test

Re: Ng-Perron Unit Root Test