I'm running the Johansen cointegration test. I have the following questions:
Can I run the test on lets say 4 variables if one of them is stationary i.e one of them does'nt have a unit root?
What if the result shows None* to be significant? what does None* means ??
thank you
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- Fri Jun 14, 2013 6:21 am
- Forum: Econometric Discussions
- Topic: Question regarding Johansen, please advise
- Replies: 2
- Views: 3220