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Different results for sub-periods - Johansen
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Different results for sub-periods - Johansen
Posted:
Wed Dec 12, 2012 8:48 am
by
Sahara
Is it possible for series to be found cointegrated during a period but not cointegrated in the sub-periods?
Re: Different results for sub-periods - Johansen
Posted:
Fri Dec 28, 2012 9:22 am
by
nannigia
Yes, i think it's so normal. because each model with different periods will have different results