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- Thu Dec 11, 2014 6:04 pm
- Forum: Econometric Discussions
- Topic: Found cointegrations - should use OLS/cointegrating vector?
- Replies: 0
- Views: 1354
Found cointegrations - should use OLS/cointegrating vector?
Hello, As my title suggests, if I don't find cointegration by Engle-Granger approach (using OLS) but I do find cointegration using the Johansen approach. What should I use as my long-run relationship? As definition of cointegration, OLS is fine. But the two, OLS coefficients and cointegrating vector...