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Gregory_Hansen Cointegration text

Posted: Tue May 14, 2013 11:02 pm
by jacknguyen200826
Hi guys,
I'm Chung, the first time I join this room
Its really helpful
I have the question for the Gregory-Hansen Cointegration Test, when I run the test the box message appear and inform that :@CMIN is illigal or reserved name in vector min_t_lag = @cmin(GHtest)" could anybody can help me to solve it problem.

thanks

Re: Gregory_Hansen Cointegration text

Posted: Wed May 15, 2013 1:23 am
by trubador
Could you please indicate which version of EViews you are using?