Seeking advise on Johansen's Cointegration test
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Seeking advise on Johansen's Cointegration test
I am applying Johansen's cointegration test on 23 variables but I am not getting results. Whereas if I apply the same steps for 12 variables, then I am getting results. Is there any limitation of Eviews? How can I check cointegration for 23 variables in this situation? Please help. TIA
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