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- Fri Dec 29, 2017 1:40 pm
- Forum: Econometric Discussions
- Topic: Johansen-Fisher Cointegrationm test - Cross sections results
- Replies: 0
- Views: 1826
Johansen-Fisher Cointegrationm test - Cross sections results
Dear all, I'm working on a panel data for 18 countries during the period 1960-2016. I ran Johansen-Fisher Cointegration test. According to trace statistics and Max Eigen statistics, there exists one cointegrating relationship between the variables. However, most of the countries are dropped in the &...