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- Fri Jul 15, 2011 5:15 am
- Forum: Econometric Discussions
- Topic: interpretation of Gregory Hansen structural break
- Replies: 0
- Views: 1855
interpretation of Gregory Hansen structural break
I am using eviews 6.0 and downloaded the subroutine to carry out Gregory-Hansen procedure for testing cointegration in the case of regime shifts. The output of the subroutine consists of a ghz table and a ghc equation.I am using the ADF test procedure and the ghc table provides the t-stat which I am...