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dear forum,

Is there such a rule that Pedroni cointegration test applies to variables of 7 or less?

If I have 8 variables, in other words, I can't use it?

please let me know if there is such a rule.

regards,
lnp3

The problem is that the adjustment factors are only available from simulation, and to the best of my knowledge, values for 8 or more variables are not available.

thanks for this information...