cointegration equation

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memnalex
Posts: 5
Joined: Thu Mar 22, 2012 8:11 am

cointegration equation

Postby memnalex » Thu Mar 22, 2012 8:25 am

Hi,

I’m programming a Johansen procedure to estimate the long-term relationship between variables for several countries.

In the Eviews output, I don’t understand why in the description of the cointegration equations there is sometimes a t-stat under the constant and the trend and sometimes there isn’t.

Thank you very much in advance.

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