Search found 6 matches

by kakali
Wed May 02, 2012 12:13 am
Forum: Programming
Topic: Gregory-Hansen cointegration test
Replies: 17
Views: 19601

Re: Gregory-Hansen cointegration test

Dear Trubador,

Can you please advise on the above queries?

Appreciate your quick response.

Regards,
-Kakali.
by kakali
Mon Apr 30, 2012 4:06 am
Forum: Programming
Topic: Gregory-Hansen cointegration test
Replies: 17
Views: 19601

Re: Gregory-Hansen cointegration test

Dear Trubador, Please advise if the values received for Za test...needs to be multiplied by 100. The test statistics I have obtained seem to be to low to be true, also does not seem to be correct as the formula of the test statistic shows that it has a multiplier of n (sample size), so it is unlikel...
by kakali
Thu Apr 26, 2012 4:59 am
Forum: Programming
Topic: Gregory-Hansen cointegration test
Replies: 17
Views: 19601

Re: Gregory-Hansen cointegration test

Thanks very much Trubador.
It ran now. I will now run on my data and certainly touchbase with you if there is any problem.

Thanks a lot !! :D
-Kakali.
by kakali
Wed Apr 25, 2012 2:44 am
Forum: Programming
Topic: Gregory-Hansen cointegration test
Replies: 17
Views: 19601

Re: Gregory-Hansen cointegration test

Dear trubador , tcfoon, wolly77,

I have been trying to run the following code, which returns the error

!NINDEP is not defined or an illegal command in !NINDEP=G.@COUNT. Data and Program files are attached.

I am new to E-views programming. I appreciate your help.

Thanks so much!
-Kakali.
by kakali
Wed Apr 25, 2012 2:37 am
Forum: Programming
Topic: Gregory-Hansen cointegration test
Replies: 17
Views: 19601

Re: Gregory-Hansen cointegration test

Dear trubador, tcfoon and others Eviews programming expert, I am new to Eviews programming, I have tried to run the attached code and found the following error Type Mismatch at Argument 2 in CALL GREGHANSEN(Y, X, 3, "AIC", 6) Data file is also attached. Your help will be highliy appreciate...
by kakali
Wed Apr 25, 2012 2:16 am
Forum: Econometric Discussions
Topic: Gregory hansen interpretation
Replies: 3
Views: 4304

Re: Gregory hansen interpretation

Dear Mr. Tribadator, I don't know E-views programming. I have been running the Greg-Hansen code which you wrote , have been facing the following problem. Type Mismatch at Argument 2 in "Call GREGHANSEN (y, x, 3, "AIC", 6) I am attaching here the prog file and data file. Your quick res...

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