Search found 2 matches
- Thu Jun 17, 2021 2:32 pm
- Forum: Econometric Discussions
- Topic: Johanssen cointegration test
- Replies: 1
- Views: 8855
Re: Johanssen cointegration test
Should apply ARDL cointegration.
- Mon Nov 27, 2017 10:02 am
- Forum: Econometric Discussions
- Topic: Johanssen cointegration test
- Replies: 1
- Views: 8855
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...