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- Fri Jan 04, 2013 10:10 am
- Forum: Econometric Discussions
- Topic: Johansen cointegration test
- Replies: 3
- Views: 5785
Re: Johansen cointegration test
Some papers run Johansen cointegration even if the variables have been found to be I(0). If two variables are I(0) is it wrong to run a cointegration test?