Hidden Cointegration

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gr8694
Posts: 3
Joined: Thu Dec 13, 2012 6:57 pm

Hidden Cointegration

Postby gr8694 » Sat Oct 26, 2013 2:22 pm

Greetings--

I am interested in doing the Hidden Cointegration method as proposed by Granger and Yoon (2002). What is the easiest way to do this method in EViews 8.0?

Thanks you for your insights.
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