Gregory-Hansen Cointegration Test
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Re: Gregory-Hansen Cointegration Test
Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?
Re: Gregory-Hansen Cointegration Test
Did you got Narayan and Popp (2010) code for eviews?Dear Mr. Trubador, thank you very much for sharing. Your post really help me in conducting my research. I really appreciate if you could also share on how to conduct the unit root test with break proposed by Narayan and Popp (2010) and Johansen, Mosconi & Nielsen (2000) cointegration test with break. You kind help is highly appreciated :)
Re: Gregory-Hansen Cointegration Test
Hello,
Can someone please let me know how to modify the program code of gregory hansen cointegration to include my 2 break dates instead of it endogenously finding it ? I am able to do it for one break date , please let me know how to do it for two break dates.
Thank you
Can someone please let me know how to modify the program code of gregory hansen cointegration to include my 2 break dates instead of it endogenously finding it ? I am able to do it for one break date , please let me know how to do it for two break dates.
Thank you
Re: Gregory-Hansen Cointegration Test
Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?
Re: Gregory-Hansen Cointegration Test
Dear all, Does this prg file for the gregory hansen test allow for the inclusion of exogenous variables (like dummies for crisis, for example)?
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