I have data relating to the stock market index and real GDP. The time series are of first order integrated. Thus, how can I test for co-integration between the two variables (by means of Eviews)? What deterministic trend shall I adopt and what lag lenght?
Thank you.
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- Tue Jun 08, 2010 10:22 am
- Forum: Econometric Discussions
- Topic: How to carry out a co-integration test with Eviews?
- Replies: 0
- Views: 2082