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Re: st: Testing Cointegration
From
Robert A Yaffee <[email protected]>
To
[email protected]
Subject
Re: st: Testing Cointegration
Date
Thu, 7 Feb 2013 20:39:35 -0500
Daniel,
Have you looked into the trace test or the maximum eigenvalue test?
Robert
On Thu, Feb 7, 2013 at 6:11 PM, Daniel - <[email protected]> wrote:
>
> Hi @ll.
>
> Is there any routine for testing cointegration?
>
> Thanks.
>
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--
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
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