cointegration

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Torruam
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Joined: Wed Oct 12, 2011 5:55 am

cointegration

Postby Torruam » Wed Oct 12, 2011 7:04 am

:series: Hi,i've been asked to write a thesis on cointegration and i havea data on crude birth rate and crude death rate,please advice me on how to go about it if wish to use the Johansen Trace Tests and tests proposed by Saikkonen and Lutkepohl . Thanks.
Source of Data.docx
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