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by mousumi
Tue Sep 15, 2009 12:12 am
Forum: Econometric Discussions
Topic: Help
Replies: 0
Views: 2547

Help

Sir, I wanted to know why we need to reduce the lag by 1 (as estimated in VAR model) when we do Johansen cointegration ?What is the logic behind it?I have a data set of GDP and FDI where the lag length selection is same in level form and first differnce form (which is 4).Which lag length should I ch...

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