Trend-cycle decomposition
Posted: Mon Jun 14, 2010 8:40 pm
Hi,
Is there any command or option in eviews to test for common cycles (Vahid and Engle(1993) common trends and common cycles decomposition)? Could anyone help me out by telling steps to test for commom cycles? Thanks.
Is there any command or option in eviews to test for common cycles (Vahid and Engle(1993) common trends and common cycles decomposition)? Could anyone help me out by telling steps to test for commom cycles? Thanks.