Dear Trubador,
Can you please advise on the above queries?
Appreciate your quick response.
Regards,
-Kakali.
Search found 6 matches
- Wed May 02, 2012 12:13 am
- Forum: Programming
- Topic: Gregory-Hansen cointegration test
- Replies: 17
- Views: 19601
- 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...
- 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 !!
-Kakali.
It ran now. I will now run on my data and certainly touchbase with you if there is any problem.
Thanks a lot !!
-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.
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.
- 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...
- 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...