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by superxiaobeibei
Sat Jul 16, 2011 1:38 am
Forum: Estimation
Topic: How to perform the Horvath and Watson procedure
Replies: 0
Views: 651

How to perform the Horvath and Watson procedure

Hi I am trying to perform the PPP hypothesis test based on cointegration techniques. I have already known how to use the Johansen procedure to test the cointegration. However, since I would like to use the Horvath and Watson procedure (1995) which tests the cointegration after imposing the unitary e...
by superxiaobeibei
Fri Jul 15, 2011 3:53 pm
Forum: EViews 5 and Earlier
Topic: The question about the Horvath and Watson procedure (1995)
Replies: 0
Views: 3762

The question about the Horvath and Watson procedure (1995)

Hi I am trying to perform the PPP hypothesis test based on cointegration techniques. I have already known how to use the Johansen procedure to test the cointegration. However, since I would like to use the Horvath and Watson procedure (1995) which tests the cointegration after imposing the unitary e...

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