11. Cointegration Analysis using EViews || Dr. Dhaval Maheta

#econometrics, #timeseries, #regression, #eviews, #cointegration, #johansen, #eigen, #trace, #ardl
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[@dhanu3367]

Very useful video, thank u very much for ur efforts sir

[@vishnushankar5574]

Hi sir. How should we specify the lag for our data as u mentioned 2 and 3 in Johansen model and lag as 1 for ARDL model?

[@michaelasare4987]

You need to estimate them in VAR system and check for the lag criteria selection.

[@anitamahapatra1847]

What if both the series are of I(3)?

[@DhavalSaifaleeAaryash]

Don't try for more than I(2)