Gregory-Hansen Cointegration Test
Posted: Mon Jan 03, 2011 6:56 pm
Dear Sir,
Thank you for your attention and It's my great honor to introduce myself. My name is Adder,a Chinese postgraduate student. I am writting a paper now (the data I used is time series) , which should be estimated by the method of FM-OLS. I want to use the Gregory-Hansen test based on the method of FM-OLS to detect the structural break, but I don't know how to get it. Can you give me some help? I am using the Eviews 7.Thank you very much.
Thank you for your attention and It's my great honor to introduce myself. My name is Adder,a Chinese postgraduate student. I am writting a paper now (the data I used is time series) , which should be estimated by the method of FM-OLS. I want to use the Gregory-Hansen test based on the method of FM-OLS to detect the structural break, but I don't know how to get it. Can you give me some help? I am using the Eviews 7.Thank you very much.