Re: [Gretl-users] Perron test for unit roots in GRETL
Hi,
Which Perron test? If you are thinking in the GLS-Detrended test, you want
the ADF-GLS test.
Rick
--------------------------------------------------
From: "Charles Koss" <hqtiger(a)gmail.com>
Sent: Tuesday, December 15, 2009 12:41 PM
To: "Gretl list" <gretl-users(a)lists.wfu.edu>
Subject: [Gretl-users] Perron test for unit roots in GRETL
Hello GRETL users:
Is there an implementation of the Perron test for unit roots in GRETL?
on the menu, I see the following tests adf, adf-gls, and KPSS. The
Perron test is not in the menu; are there reasons for not using it?
Thanks,
--
Charles
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