I am getting the same error message: "!type mismatch at argument 2 in "call greghansen(x,y,2,"aic",5)" whenever i run the code.
Could you please help to resolve the problem.
Search found 3 matches
Search found 3 matches • Page 1 of 1
- Sat Dec 05, 2009 3:56 pm
- Forum: Econometric Discussions
- Topic: Method for non-stationay time series data
- Replies: 34
- Views: 53803
Dear CF Tang I am using EViews6 and I am testing for cointegration between two variables using Engle-Granger two step procedure. I concluded that my variables are integrated of order one I(1) but they are not cointegrated. This means I should test for short run relationship using standard Granger ca...
- Sun Nov 08, 2009 4:59 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 106
- Views: 124168
Hello, I would like to test cointegration with two unknow regime shifts, as Abdulnasser Hatemi-J(2008) "Testing cointegration with two unknown regime shifts with an application to financial market integration". The program code (Gregory -Hansen Cointegration Test) you provided above tests ...