Dear Sir,
Thank you for your attention and It's my great honor to introduce myself. My name is Adder,a Chinese postgraduate student. I am writting a paper now (the data I used is time series) , which should be estimated by the method of FM-OLS. I want to use the Gregory-Hansen test based on the method of FM-OLS to detect the structural break, but I don't know how to get it. Can you give me some help? I am using the Eviews 7.Thank you very much.
Gregory-Hansen Cointegration Test
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