Search found 2 matches
- Sat Oct 22, 2011 9:28 am
- Forum: Estimation
- Topic: Threshold cointegration and grid search
- Replies: 1
- Views: 3485
Re: Threshold cointegration and grid search
Unfortunately you can't do threshold cointegration with Eviews til by now, neither search grid. Best regards, Margalef.
- Wed Dec 16, 2009 11:10 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 423279
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...