Search found 3 matches
- Thu Jul 30, 2009 1:11 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 420967
Re: Gregory-Hansen Cointegration Test
My typo. I really wanted to say "Unfortunately, I am not very good at programming" in the second sentence.
- Tue Jun 30, 2009 7:13 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 420967
Re: Gregory-Hansen Cointegration Test
Hi Trubador, I am trying to improve on testing for evidence of asset price bubbles and came across your program repository. Unfortunately, I am very good in programming. I must say however the collaborative work you have undertaken is impressive. I was wondering whether you could help me with a meth...
- Wed Oct 01, 2008 7:41 am
- Forum: Programming
- Topic: Polynomial Distributed Lags with minimum AIC or SIC
- Replies: 6
- Views: 8043
Polynomial Distributed Lags with minimum AIC or SIC
Hi, I was wondering how do I write a program where I can manipulate the degree of polynomial and the lag length of a PDL variable so as to minimize the AIC or SIC for an entire equation. My model has 6 PDL independent variables. The program should also be able to identify the exact equation that min...