#1 Trend breaks in cointegration tests

closed
nobody
None
5
2005-05-31
2005-05-09
No

Trend breaks are not treated correctly in both
cointegration tests:

S&L gives an error

Joh. Trace statistic is ok, but response surface is not
computed although it would be possible

Discussion

  • Markus Kraetzig

    Markus Kraetzig - 2005-05-31

    Logged In: YES
    user_id=851970

    fixed in 4.02

     
  • Markus Kraetzig

    Markus Kraetzig - 2005-05-31
    • status: open --> closed
     

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