Help with cointegration analysis

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indycutie
Posts: 3
Joined: Mon May 14, 2012 9:52 pm

Help with cointegration analysis

Postby indycutie » Mon May 14, 2012 9:59 pm

Hey, Guys:
I need some help about programming. I know Eviews have lots of some cointegration analysis such as Johansen and Granger, but these techniques assume linear cointegration. After 1999, there are several literature about nonlinear cointegration and I wonder if Eviews have the any programming about nonlinear cointegration??????????????????????????????????
Thank you for reading this and look forward to your help.
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