Help with cointegration analysis
Posted: 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.
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.