Co-integration test

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P.srikanth
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Joined: Sun May 15, 2011 8:04 am

Co-integration test

Postby P.srikanth » Fri May 20, 2011 5:53 am

My Ph.D. topic is "relationship between macro economic variables and stock market movement in developing countries".

Data on Macro economic variables is available year-wise only for the last 20 years.

Can we do econometric analysis like co-integration, causality test etc with only years wise data for just 20 years.

thanks in advance

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