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- Wed Jun 01, 2011 12:19 am
- Forum: Econometric Discussions
- Topic: Engle and Granger Cointegration Test
- Replies: 4
- Views: 14902
Engle and Granger Cointegration Test
Dear all, I have questions about cointegration test. I am doing cointegration test between two variables, Government Revenue and Expenditure. I use the Engle & Granger cointegration test, by following the steps from Walter Enders (2004) book "Applied Econometric Time Series". Basically...