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- 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...
