st: Gonzalo Granger decomposition

From	"Charalambos Tsangarides" <ctsangarides@msn.com>
To	statalist@hsphsun2.harvard.edu
Subject	st: Gonzalo Granger decomposition
Date	Tue, 28 Jun 2005 19:55:31 -0400

Has anyone seen code that does the Gonzalo-Granger (1995) permanent/transitory decoposition?
Thanks.

CGT

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