Jensen cointegration test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
daisysunf
Posts: 1
Joined: Thu Aug 01, 2019 4:24 am

Jensen cointegration test

Postby daisysunf » Wed Apr 15, 2020 1:56 pm

How do you make the alpha matrix and beta matrix 5 × 2 when the five variables are tested for cointegration and there are only two cointegration relationships. (As shown in the figure, the test always shows the matrix is 5 × 5)
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest