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by Khagani
Wed Jul 11, 2012 5:45 am
Forum: Econometric Discussions
Topic: Johansen cointegration test
Replies: 3
Views: 5785

Re: Johansen cointegration test

Cointegration tests checks the long run relationship between variables. If your variables are stationary, then you do not need to apply cointegration test (in this case Johansen)
by Khagani
Fri Jun 22, 2012 6:13 am
Forum: Econometric Discussions
Topic: HP filter
Replies: 0
Views: 2260

HP filter

Hello All,

Please could anybody tell me what is the difference between one and two sided HP filter.
As I understood Eviews5 offers two sided HP filter. Is any possibility to have one sided filter in Eveiws

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