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- Thu Feb 04, 2010 8:09 pm
- Forum: Econometric Discussions
- Topic: choosing deterministic trend specification in cointegration
- Replies: 0
- Views: 3710
choosing deterministic trend specification in cointegration
hi I have following problem. pls help me 1. First i estimated unrestricted VAR 2. then, chossing lag lenght criteria, VAR lag order 2 is selected 3. i did cointegration test and found -- 1 cointegrating relationship for two types of options mentioned in deterministic trend specification- Intercept(n...