long run exclusion test in cointegration
Moderators: EViews Gareth, EViews Moderator
long run exclusion test in cointegration
When several variables are a priori included in the Johansen cointegration test, it is important to check whether some of these variables are redundant in the cointegration space and can thus be safely excluded. Could anyone suggest what is the characteristics of such test and how the Eviews perform such test (long run exclusion test)?
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