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- Tue Jul 05, 2011 8:46 am
- Forum: Econometric Discussions
- Topic: Trouble Interpreting Johansen Cointegration
- Replies: 0
- Views: 2169
Trouble Interpreting Johansen Cointegration
Hello... I'm an undergraduate student and now i'm writing my undergraduate thesis, it's about tea market market efficiency in grade level and my advisor suggest to use VAR model to analyze it, but i have difficulties in interpreting the Johansen Cointegration Test (Because i haven't studied about VA...