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- Sun Aug 26, 2012 9:06 am
- Forum: Programming
- Topic: Gregory-Hansen cointegration test
- Replies: 17
- Views: 27164
Re: Gregory-Hansen cointegration test
Dear all, I am completely new user in Eviews and i couldn't manage to run the program ! can u please help me ? The program starts like this : 'Gregory-Hansen Cointegration Test 'Reference: Gregory, A. W. and Hansen, B. E. (1996). "Residual-Based Tests for Cointegration in Models with Regime Shi...