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- Wed Mar 06, 2013 3:22 am
- Forum: Econometric Discussions
- Topic: Question about the johansen cointegration test
- Replies: 1
- Views: 4920
Question about the johansen cointegration test
I am attaching results of the johanson cointegration test that I obtain. I want to know on the long run elasticity coefficients how do I calculate their significance ? All the test provides is the standard errors (eviews 4). Also in order to run a Vector Error Correction Model (besides cointegration...