Gregory And Hansen Cointegration Test Eviews ppts

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Prospectus Defense - AIPRG -- Armenian International Policy ...

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Prospectus Defense - AIPRG -- Armenian International Policy ...

... ’ order of integration becomes uncertain due to poor performance of unit root tests for small samples Methodology Gregory and Hansen (1996) ... this approach has been successful and superior to the traditional Johansen cointegration test in a small ... data_for_Eviews. Data_all. Charts ...

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

Date added: November 14, 2011 - Views: 43