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- Sun May 02, 2010 2:58 pm
- Forum: Econometric Discussions
- Topic: Johansen’s Cointegration Test: cointegrating equation
- Replies: 2
- Views: 2911
my friend said that if you get the same number of cointegrating equation with the number of variables means that the conclusion that there is no cointegration. is it true? as an example: if the trace statistics of Johansen’s Cointegration Test indicate there are two cointegrating equations with two ...