Search found 3 matches

by feka
Tue May 26, 2015 7:54 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 421706

Re: Gregory-Hansen Cointegration Test

Dear trubador,
Please do apologize me, but I've tried to follow your instruction and it did not work. Below I attach the program. Perhaps my mistake in another command or typo? Really sorry to bother you.
sincerely yours,
feka
by feka
Tue May 26, 2015 6:53 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 421706

Re: Gregory-Hansen Cointegration Test

Dear trubador, Thank you for the prompt response. I try to create the single series for the independent variable, but I still have the same error message. I want to test call greghansen(lnx,lnm,2,"aic",6), Could you show me how to correctly define my series lnm to "group G ' group of ...
by feka
Mon May 25, 2015 10:08 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 109
Views: 421706

Re: Gregory-Hansen Cointegration Test

dear trubador, Thank you for generating greghansen test code for eviews. I am new to econometrics and I am trying to use this code for my project. however I get the error message: "!type mismatch at argument 2 in "call greghansen(x,y,2,"aic",6)" whenever i run the code. I ha...

Go to advanced search