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Freewind

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visits member for 1 year, 6 months
seen May 3 '12 at 13:36
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26 reputation
 bio website visits member for 1 year, 6 months
2 badges
 location seen May 3 '12 at 13:36
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1 Question

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5
 What is the correct procedure to choose the lag when performing Johansen cointegration test?

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+25 What is the correct procedure to choose the lag when performing Johansen cointegration test?

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time-series
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cointegration

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