Johansen Cointegration test on Eviews 4.1

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Johansen Cointegration test on Eviews 4.1

Postby Joyce » Sun May 24, 2015 8:20 pm


I am trying to understand how Eviews gets the matrix π separated into two matrices α (Unrestricted Adjustment Coefficients) and β' (Unrestricted Cointegrating Coefficients). I read some articles but they discuss β' as given set(s).

Please help! Thanks.


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