Dear all:
two data of my four time series data used in estimation contain unit root. Should I use mode_compute=6 and do not need do anything more when estimate the model ? P.S., The model is stationary and the data is supposed to be stationary but it really contain unit root.
thank you all!
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
data contains unit root
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
1 post
• Page 1 of 1
data contains unit root
by leogaoyang » Fri Apr 26, 2013 4:15 am
- leogaoyang
- Posts: 8
- Joined: Wed Apr 17, 2013 2:24 am
1 post
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 5 guests