Seeking advise on Johansen's Cointegration test
Posted: Thu Oct 26, 2017 10:24 am
I am applying Johansen's cointegration test on 23 variables but I am not getting results. Whereas if I apply the same steps for 12 variables, then I am getting results. Is there any limitation of Eviews? How can I check cointegration for 23 variables in this situation? Please help. TIA