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by 3Cem5
Thu Jun 17, 2021 2:32 pm
Forum: Econometric Discussions
Topic: Johanssen cointegration test
Replies: 1
Views: 8809

Re: Johanssen cointegration test

Should apply ARDL cointegration.
by 3Cem5
Mon Nov 27, 2017 10:02 am
Forum: Econometric Discussions
Topic: Johanssen cointegration test
Replies: 1
Views: 8809

Johanssen cointegration test

Hey everyone, I am writing my thesis with a little econometric background and my subject is requires empirical analysis. My data consists of 94 variables from 2010Y01M to 2017Y10M. There are 6 independent and 1 dependent variables. All the values of variables except the interest rate are utilised in...

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