Re: [Gretl-users] SUR - ADF test function package
On Mon, 16 Feb 2015, Samet Tandoğan wrote:
I want to estimate ADF regression SUR system with "trend"
varriable but i
couldn't see any options for this. Is there any way to add "trend"
varriable test statistics equations.
In the suradf package you use the "drift" parameter to allow a
stochastic trend.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC