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by cat31
Wed Mar 21, 2018 11:12 am
Forum: Estimation
Topic: engle-granger test with deterministic regresors
Replies: 2
Views: 3111

Re: engle-granger test with deterministic regresors

Yes, I send it to you by private mail.
Thank you.
by cat31
Wed Mar 21, 2018 9:33 am
Forum: Estimation
Topic: engle-granger test with deterministic regresors
Replies: 2
Views: 3111

engle-granger test with deterministic regresors

Hi, I have a problem with the p-value for Engle-Granger cointegration test with user-defined deterministic regressors, when we perform it using 2 different procedures offered by Eviews.One procedure is to do this test from the windows of estimation results (after FMOLS for example) and the other is ...

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