Johansen Cointegration Test for VAR-GARCH model

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yglow
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Joined: Thu Jul 18, 2013 9:12 am

Johansen Cointegration Test for VAR-GARCH model

Postby yglow » Sun Aug 04, 2013 8:07 am

would it be possible to apply Johansen Cointegration Test for a VAR-GARCH model in Eviews? If yes, how should I go about it? Thanks.
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