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tablas de superficies de respuesta de McKinnon

English translation: McKinnon response surface tables

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GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
Spanish term or phrase:tablas de superficies de respuesta de McKinnon
English translation:McKinnon response surface tables
Entered by: Muriel Vasconcellos
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06:00 Aug 1, 2004
Spanish to English translations [PRO]
Science - Mathematics & Statistics / Econometrics
Spanish term or phrase: tablas de superficies de respuesta de McKinnon
Anyone familiar with the Dickey-Fuller test? (This is a question for people trained in statistics.)

El valor del estadístico de Dickey y Fuller para los residuos correspondientes a la función de demanda de cigarrillos legales es -9,116 (que se compara con el valor crítico de las **tablas de superficies de respuesta de Mc Kinnon**) que es -5,24 a 1% de significación.
Muriel Vasconcellos
United States
Local time: 22:11
McKinnon response surface tables
Explanation:
(1) Test for a unit root in the level, and in the …rst di¤erence, of each ofthe three series using the augmented Dickey-Fuller test, including a trend andintercept, or including only an intercept as you think necessary. Determinethe lag length required for each test for each series by one of the two methodsdescribed in the lectures (minimised information criterion or t-test on longestlag). You may start with 4 lags. Note, EVIEWS 4 now has an option toautomatically select lag length using the SIC criterion. It also uses McKinnon’sresponse surface estimates of tail probabilities.

James G. MacKinnon, "Numerical distribution functions for unit root and cointegration tests," Journal of Applied Econometrics, 11, 1996, 601-618. (Get the programs and files of response surface coefficients for this paper.)

[PDF] ECONOMETRICS 2 2003/4 Coursework #2: 10% of …nal mark for this ...
... It also uses McKinnon’s response surface estimates of tail probabilities. Present
your test results in tables containing (at least) variable being tested ...
www.staff.city.ac.uk/p.burridge/ec3002cw2mar04.PDF
Selected response from:

Margarita Palatnik
Local time: 02:11
Grading comment
Thanks, Margarita! That was good sleuthing! I had tried numerous combinations on Google and didn't come up with anything. Did you use something beside a Google search?
4 KudoZ points were awarded for this answer

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5McKinnon response surface tablesMargarita Palatnik


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1 hr   confidence: Answerer confidence 5/5
McKinnon response surface tables


Explanation:
(1) Test for a unit root in the level, and in the …rst di¤erence, of each ofthe three series using the augmented Dickey-Fuller test, including a trend andintercept, or including only an intercept as you think necessary. Determinethe lag length required for each test for each series by one of the two methodsdescribed in the lectures (minimised information criterion or t-test on longestlag). You may start with 4 lags. Note, EVIEWS 4 now has an option toautomatically select lag length using the SIC criterion. It also uses McKinnon’sresponse surface estimates of tail probabilities.

James G. MacKinnon, "Numerical distribution functions for unit root and cointegration tests," Journal of Applied Econometrics, 11, 1996, 601-618. (Get the programs and files of response surface coefficients for this paper.)

[PDF] ECONOMETRICS 2 2003/4 Coursework #2: 10% of …nal mark for this ...
... It also uses McKinnon’s response surface estimates of tail probabilities. Present
your test results in tables containing (at least) variable being tested ...
www.staff.city.ac.uk/p.burridge/ec3002cw2mar04.PDF


Margarita Palatnik
Local time: 02:11
Native speaker of: Native in SpanishSpanish
PRO pts in category: 22
Grading comment
Thanks, Margarita! That was good sleuthing! I had tried numerous combinations on Google and didn't come up with anything. Did you use something beside a Google search?
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