Search found 5 matches

by llenk01
Fri Sep 04, 2015 2:55 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 92941

Re: Gregory-Hansen Cointegration Test

Thanks again Trubador - I am really happy with the outcome and the results.
by llenk01
Thu Sep 03, 2015 10:01 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 92941

Re: Gregory-Hansen Cointegration Test

Thanks for your help Trubador. So in my case I use group "group1" instead the "x" in the suggested code..? weirdly I can run the program with "x" as well as "group1" but the x folder in my workfile is empy.. mode quiet %y1 = "lnes" %y2 = "lnfr&q...
by llenk01
Wed Sep 02, 2015 7:40 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 92941

Re: Gregory-Hansen Cointegration Test

And the program attached
by llenk01
Wed Sep 02, 2015 7:40 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 92941

Re: Gregory-Hansen Cointegration Test

Hi Trubador,

Please see the attached file.
by llenk01
Wed Sep 02, 2015 5:16 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 105
Views: 92941

Re: Gregory-Hansen Cointegration Test

Hello there, I am using the Gregory Hansen Test to look for relationships between four European stock markets (UK, France, Germany and Spain) and US. I am testing the relationship in pairs and weirdly I am getting the same results when testing with the same dependent variable (please see the attache...

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