Hello, I would like to know if it exists a Matlab transcription of the Haussman-Wu-type cointegration test formalized by Choi and al. here : If not, do you have any ideas How I can do that ? I am not used to code and I really do not know how to even begin and imagine it on Matlab. Thank you. !

hausman wu cointegration test

1 vue (au cours des 30 derniers jours)

rémi odry le 30 Nov 2017

Hello,

I would like to know if it exists a Matlab transcription of the Haussman-Wu-type cointegration test formalized by Choi and al. here : http://wweb.uta.edu/economics/facpages/cychoi/research/JoE(2008)%2520327-351.pdf

If not, do you have any ideas How I can do that ? I am not used to code and I really do not know how to even begin and imagine it on Matlab.

Thank you. !

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