Qu and Perron test for VAR Matrix not conformable

Question

Hello,

I am trying to replicate the Qu and Perron test for example 2 using a VAR model this time for empirical work.

I ended up getting the following errors.

Qu Perron\\mbreak.src(530) : error G0036 : Matrices are not conformable

Can you please help?

1 Answer

aptech · Answer 1

Could you post a link to the location from which you downloaded the code?

1,773

aptech · Answer 2

Could you post a link to the location from which you downloaded the code?

1,773