开放框架下某些变量(诸如汇率、国际利率等)不一定满足同阶单整性的问题如何解决?
有朋友说建议用Pesaran检验,但是Eviews没见到啊?
请高人指点,谢谢了!
楼主: hentyang
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1954
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[资料] 请问Eviews6.0能做Pesaran检验么? |
硕士生 22%
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回帖推荐Panel Unit Root Tests
EViews provides convenient tools for computing panel unit root tests. You may compute one or more of the following tests: Levin, Lin and Chu (2002), Breitung (2000), Im, Pesaran and Shin (2003), Fisher-type tests using ADF and PP tests-Maddala and Wu (1999), Choi (2001), and Hadri (2000).
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