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by mensenu
Fri Apr 25, 2014 10:35 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 420466

Re: Gregory-Hansen Cointegration Test

thanks Trubador!

Does it happen all the time? What if the data don't have those values?

And does it still recognize as "NA" if I input zero instead of NA?

Thanks again!
by mensenu
Fri Apr 25, 2014 6:26 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 420466

Re: Gregory-Hansen Cointegration Test

Hello,

Could someone help me please? I uploaded the files. Error: "Near Singular Matrix in "Do_ghc.ls Y C (@trend>35-2) G"
This error occurs when I run the program under the regime shift.

thanks in advance!

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