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- Fri Jul 06, 2012 8:19 am
- Forum: Econometric Discussions
- Topic: cointegration analysis
- Replies: 0
- Views: 1561
cointegration analysis
Hi to everybody! I will appreciate if someone could clarify my doubts. I am working on the investigating cointegrating relationship between the emerging stock markets ( 175 monthly observations) I have 175 (monthly) observations. I performed lag length test and FPE and AIC indicated the lag length: ...