Different results for sub-periods - Johansen

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Sahara
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Different results for sub-periods - Johansen

Postby Sahara » Wed Dec 12, 2012 8:48 am

Is it possible for series to be found cointegrated during a period but not cointegrated in the sub-periods?
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nannigia
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Re: Different results for sub-periods - Johansen

Postby nannigia » Fri Dec 28, 2012 9:22 am

Yes, i think it's so normal. because each model with different periods will have different results
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