Search found 5 matches
- Fri Sep 04, 2015 2:55 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418786
Re: Gregory-Hansen Cointegration Test
Thanks again Trubador - I am really happy with the outcome and the results.
- Thu Sep 03, 2015 10:01 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418786
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...
- Wed Sep 02, 2015 7:40 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418786
Re: Gregory-Hansen Cointegration Test
And the program attached
- Wed Sep 02, 2015 7:40 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418786
Re: Gregory-Hansen Cointegration Test
Hi Trubador,
Please see the attached file.
Please see the attached file.
- Wed Sep 02, 2015 5:16 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 418786
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...