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- Mon Dec 06, 2010 5:32 am
- Forum: Econometric Discussions
- Topic: VECM
- Replies: 0
- Views: 2301
VECM
Hi everyone, I have lots of problem with my empirical work. First of all I have 12 series, 9 of them are MENA stock indices while the 3 others are the stock index of 3 developped countries. My work consists of testing the linkages between these series. I have done the test of stationarity and found ...