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- Mon Jul 18, 2011 2:32 am
- Forum: Programming
- Topic: Gregory-Hansen cointegration test
- Replies: 17
- Views: 27160
Re: Gregory-Hansen cointegration test
Dear Trubador and Gereth I am using EViews for last few years. I am a PhD student in Australia. Recently, I tried to run the Gregory and Hansen (G-H) cointegration test program developed by Trubador and TCFoon. I could run the program successfully. I really appreciate your help. Now, the program you...