Search found 2 matches

by margalef
Sat Oct 22, 2011 9:28 am
Forum: Estimation
Topic: Threshold cointegration and grid search
Replies: 1
Views: 1927

Re: Threshold cointegration and grid search

Unfortunately you can't do threshold cointegration with Eviews til by now, neither search grid. Best regards, Margalef.
by margalef
Wed Dec 16, 2009 11:10 am
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 106
Views: 124754

Re: Gregory-Hansen Cointegration Test

Dear Mr. Trubador and Mr. Gareth, I'm a researcher in Brazil and found this code very useful for my studies. I started making the corrections for earlier versions as presented by Mr. Gareth and everything run alright. I used 1 dep. variable against 3 indep. variables. Well, my difficulty is that I w...

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