Gregory And Hansen Cointegration Test Eviews ppts

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Prospectus Defense - Armenian International Policy Research Group

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Prospectus Defense - Armenian International Policy Research Group

... ’ order of integration becomes uncertain due to poor performance of unit root tests for small samples Methodology Gregory and Hansen ... superior to the traditional Johansen cointegration test in a small ... 105.54 143.36 139.77 125.37 170.14 104.83 147.80 dataall_for_Eviews ...

http://www.aiprg.net/UserFiles/File/annual08/ppts/Vahe_Heboyan.ppt

Date added: November 14, 2011 - Views: 33