apply Gregory - Hansen Cointegration Test

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salwan
Posts: 2
Joined: Wed Mar 07, 2018 1:14 am

apply Gregory - Hansen Cointegration Test

Postby salwan » Wed Mar 07, 2018 9:54 am

Hi,

I would like to know, how to apply Gregory - Hansen Cointegration Test using Eviews 10?
Taking into account that I have Y as the dependent variable and X1, X2 and X3 as the independent variables

Best wishes,
Salwan

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