Johansen test

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nooob
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Joined: Sun Jun 09, 2013 11:09 pm

Johansen test

Postby nooob » Thu Jun 20, 2013 4:27 am

A quick question, all of my variables are non-stationary and 1st diff stationary at 0.99 confidence level, but not on 0.95 or 0.90. Is it still possible to run a cointegration test by lowering the MHM value to 0.01?

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