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- Tue Apr 12, 2011 5:18 am
- Forum: Data Manipulation
- Topic: Cointegration on multiple pairs. Urgent!!
- Replies: 0
- Views: 1623
Cointegration on multiple pairs. Urgent!!
Im working on my msc econometrics assignment, and I am currently running co-integration tests on 20 equity indices series to find relationships, but I would like to know how I can run multiple tests, so that all series are tested against each other, in pairs. Is this possible? Can someone send me st...