Re: [Gretl-users] Saving ADF Residuals
Sven,
No, I never saw his data. But I have the results for lots of Monte Carlo
designs.
In my view, this kind of analysis are aimed to validate the asymptotic
distributions of the regressions' residuals derived from the Wiener Process
(or Brownian Motion).
So the motion law is valid for all DGP, including the Henriques's data.
Or I'm wrong?
Ricardo.
--------------------------------------------------
From: "Sven Schreiber" <svetosch(a)gmx.net>
Sent: Thursday, April 08, 2010 5:41 AM
To: "Gretl list" <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Saving ADF Residuals
Ricardo Gonçalves Silva schrieb:
>
> By the way, I did it in my Master thesis, for all the models considered
> by D-F and KPSS (no ct, ct, ct and trend and ct and trend^2).
> What exactly do you want with this procedure? I may have the tables you
> need...
>
You may have the results for his data? That would be pretty cool ;-)
cheers,
sven
p.s.: because email is not always good at conveying this: this is meant
to be a joke...
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