How do we interprete cointegration results from the Engle-Granger, Johansen, and Gregory-Hansen?

Good day all, I have a question about three cointegration tests: the Engle-Granger (E-G), Johansen, and the Gregory-Hansen. context: Most studies i ready rely on the Gregory-Hansen as a test of...

29 August 2022 4,997 0 View