Hello,
Can someone please let me know how to modify the program code of gregory hansen cointegration to include my 2 break dates instead of it endogenously finding it ? I am able to do it for one break date , please let me know how to do it for two break dates.
Thank you
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- Mon Dec 28, 2020 11:36 am
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 424238