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- Sat Feb 27, 2016 5:30 pm
- Forum: CATS Questions
- Topic: CATS rank test statistics
- Replies: 4
- Views: 50799
CATS rank test statistics
Dear Tom, I was trying to replicate results from Juselius' "The Cointegrated VAR Model". I have been fine until page 199 on Chapter 11 for Tests of cointegration rank with exogenous variables. source CATSHandbook_DataRead.src source c:\cats2\cats.src ***************************************...