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Gregory and Hnasen (1996) Cointegration Test

Posted: Wed Mar 10, 2010 2:48 pm

by Sam2010

Hello
I am using EView7. How do I estimate Gregory and Hansen (1996) cointegration test procedure for structural break in EView7? Thank you.

Re: Gregory and Hnasen (1996) Cointegration Test

Posted: Wed Mar 10, 2010 2:51 pm

by EViews Gareth

There is no built in procedure to do it, but a quick search of the forum would have led you to this post:
http://forums.eviews.com/viewtopic.php?f=15&t=976

Re: Gregory and Hnasen (1996) Cointegration Test

Posted: Fri Mar 26, 2010 10:03 am

by Sam2010

QMS Gareth,
Thank you very much and I will try the code.