Hasbrouck, Gonzalo & Granger common factor
Posted: Fri May 22, 2009 2:40 am
Hi Eviews friends,
Has anybody written programs or come across to information share measures (extracting common factor) using Hasbrouck(95) , and Gonzalo & Granger's (95) methods in Eviews? If you do, please kindly share.
Thanks a lot, dev
Has anybody written programs or come across to information share measures (extracting common factor) using Hasbrouck(95) , and Gonzalo & Granger's (95) methods in Eviews? If you do, please kindly share.
Thanks a lot, dev