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- Tue Dec 31, 2013 3:42 am
- Forum: Econometric Discussions
- Topic: cointegration bound test
- Replies: 0
- Views: 2260
cointegration bound test
i have 8 variables , which are : lnrgd cg_y cp_y f_y hg_y ip_y ig_y x_y . four of them are I(0) and the remaining variables are I(1) , so i want to do bound test for checking the long- run relationship between these variables . i do some steps but i do not know if they are correct or not ,in additio...