hello everyone,
i have never needed to interpret cointegration coefficients before. It was enough to see whether there is a cointegrated vector or not for me. but this time i need to know how to interpret that coefficients. my question is; how can we know cointegration coefficients are statistically significant or not? I saw t stats in studies deling with cointegration. i didnt see t stats in johansen cointegration test on eviews 7.1. how can i get t stats?
interpreting cointegration coefficients (johansen coint test
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