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Cointegration in Eviews

Posted: Sat Jul 25, 2015 9:05 am
by mac40
Hello guys,

I need your help in performing the following procedure:

VAR test
Johansen Cointegration
Granger Causality

Also, you could share documents in which similar operations have been performed.

THanks!

Re: Cointegration in Eviews

Posted: Sat Jul 25, 2015 10:04 am
by startz
The EViews documentation has extensive discussion of these topics.