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- Sun Jan 18, 2015 6:52 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 420454
Re: Gregory-Hansen Cointegration Test
Hello guys, I have some questions regarding cointegration tests. I will appreciate very much if you take time and help me with this. I have price index data of several countries and Dow Jones (DJ). I need find whether these countries are cointegrated with DJ. I have already run the test separately. ...