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- Thu Oct 26, 2017 10:24 am
- Forum: Econometric Discussions
- Topic: Seeking advise on Johansen's Cointegration test
- Replies: 0
- Views: 2274
Seeking advise on Johansen's Cointegration test
I am applying Johansen's cointegration test on 23 variables but I am not getting results. Whereas if I apply the same steps for 12 variables, then I am getting results. Is there any limitation of Eviews? How can I check cointegration for 23 variables in this situation? Please help. TIA