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by tba
Fri Jun 08, 2012 3:31 pm
Forum: Estimation
Topic: Johansen Cointegration Test
Replies: 1
Views: 3086

Johansen Cointegration Test

Hello, I would appreciate if someone can answer some of my questions: 1) In Johansen cointegration test, in order to select the lag length I try to select option 6 (summarize all 5 options) first, but it gives the error 'near singular matrix'. Why does that happen? The error occurs only in the sixth...

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