Co-integration test
Posted: Fri May 20, 2011 5:53 am
My Ph.D. topic is "relationship between macro economic variables and stock market movement in developing countries".
Data on Macro economic variables is available year-wise only for the last 20 years.
Can we do econometric analysis like co-integration, causality test etc with only years wise data for just 20 years.
thanks in advance
Data on Macro economic variables is available year-wise only for the last 20 years.
Can we do econometric analysis like co-integration, causality test etc with only years wise data for just 20 years.
thanks in advance