durbin hausman coi. test


Does k (/* regressors*/ ) represent the number of independent variable at durbin hausman cointegration test. Thanks.

k       = ?;                 /* regressors*/

n       = 22;                       /* number of cross-section */

t       = 27;                      /* time period*/


2 Answers



To answer this with certainty we would need more information. However, I would guess from the comment, that yes, k represents the number of independent variables in the regression.

Are you using the Durbin cointegration test provided in the Carrionlib? If not, we highly recommend using the version provided in the Carrionlib.

The Carrionlib provides an example, durbinh.e, which is annotated with more detailed comments and can be used as a template for running the Durbin cointegration test.

Note: The Carrionlib library can be installed directly using the GAUSS Package Manager in GAUSS 20+.



I couldn't durbinh test in The Carrionlib library.  Or is it passed by another name?


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