Hi everyone

I have a question about Geweke (1992) convergence test by Dynare

As the attached file Geweke.pdf (101.7 KB)

Geweke (1992) suggests a convergence test over the null hypothesis of equality of two sample mean

by Chi2-test

I use the p value which is computed based on 15% Taper window of Newey-West standard errors (the last column). If I take the significant level of 5%, then except the 4 following parameters (highlight in the pdf file)

- SE_eps_zetachat (p-value = 0.0005)
- lambdaf (p-value = 0.027)
- lambdami ( p-value = 0.000)
- rpie (p-value = 0.001)

all other parameters in my estimation converge because theirs p-values are greater than the significant level of 5%

My conclusion is correct. If not, please correct me

Thank you so much for that