Search found 4 matches

by nhuphuong114
Fri Sep 11, 2015 8:18 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 91066

Re: Gregory-Hansen Cointegration Test

trubador wrote:One of your variables (lex) is causing the problem. There is nothing I can do about it.


Thank you for your advice! But when I remove the variable lex, this error still appears. Please kindly help me if removing the lex can make the GH test workable.

Best Regards!
Phuong Ha
by nhuphuong114
Thu Sep 10, 2015 12:54 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 91066

Re: Gregory-Hansen Cointegration Test

Dear Mr. Trubador! Plese kindly help me fix the error " Near Singular matrix error". Regressor maybe perfectly collinear in "DO_GHC.LS YC (@trend > 43-2)G". I attached my Work file and GH test code below. Thank you in advance for your prompt attention! I'm looking forward to hear...
by nhuphuong114
Wed Jun 03, 2015 1:02 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 91066

Re: Gregory-Hansen Cointegration Test

Dear Mr. Trubador! I have a data spanning from 2005 to 2015, I divide into 3 sub-sample. I test unit roots for entire sample and 03 sub-samples. For entire sample, all variables are I(1), however, 03 sub-samples are I(0) . Can I employ GH test for each sub-samples? Thank you in advance for your prom...
by nhuphuong114
Sat May 23, 2015 10:11 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 91066

Re: Gregory-Hansen Cointegration Test

Dear Trubador! This is the first time I run in Eviews by using code. I did following to your guide, but an error appears :"flow of control Statement executed from the command line". Attached is my Work file. Please kindly you help me fix this error! I started the procedure such as: group i...

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