Gregory-Hansen Cointegration Test

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Reynaldo2007
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Joined: Sun Jan 17, 2016 7:21 pm

Re: Gregory-Hansen Cointegration Test

Postby Reynaldo2007 » Fri May 03, 2019 7:15 pm

Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?


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