cointegration-johansen test

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iliasvalasop
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Joined: Fri Oct 18, 2013 5:31 am

cointegration-johansen test

Postby iliasvalasop » Wed Dec 18, 2013 10:20 am

if trace and maximum eigenvalue test do not agree with the number of cointegrating eqns what should be my conclusion?
thank you for your time

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