Two Cointegrations Doubts
Posted: Mon Apr 07, 2014 10:36 am
Dear Fellows,
I have two questions:
1) When we run a VAR, we don't have a dynamic feedback system, do we?. Do you know a dynamic feedback system?; and
2) About Trace Test, what is the rule to define the number of cointegrating relationships?
Best Regards, José.
I have two questions:
1) When we run a VAR, we don't have a dynamic feedback system, do we?. Do you know a dynamic feedback system?; and
2) About Trace Test, what is the rule to define the number of cointegrating relationships?
Best Regards, José.