Gonzalo and Granger's (1995) model

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Gonzalo and Granger's (1995) model

Postby Cherry_11 » Thu Aug 01, 2013 2:51 pm

Hi, guys! Is there anyone know how to use Gonzalo and Granger's (1995) model to decompose the common factor in the cointegration system in Eviews? Please help me ! Thx!

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