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- Fri Jul 29, 2016 5:44 am
- Forum: Econometric Discussions
- Topic: cointegration test problem
- Replies: 18
- Views: 16648
Re: cointegration test problem
hi i have a problem regarding johansen cointegration . i have panel of 4 variables and 5 cross sections. with total 215 observations. when i run johansen cointegration a dialog box appear " invalid or duplicate specification or insufficient data for estimation" while other tests like Kao a...