Johansen Cointegration Test

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eviewbeginner
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Joined: Wed Apr 04, 2012 7:57 am

Johansen Cointegration Test

Postby eviewbeginner » Mon Apr 09, 2012 12:31 am

Hi,

I wonder if it makes sense to have VAR stability tested and confirmed all lie in unit circle, and yet still have Johansen cointegration detecting 6 CI equations?

Thanks!

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