6 Collect two companies data from Datastream to test for cointegration between the price and dividend. One
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6 Collect two companies’ data from Datastream to test for cointegration between the price and dividend. One of the companies is a fast growing firm, and the other is rather stable. Again data are in the following forms:
(a) the original data,
(b) data in logarithm.
Discuss the two sets of results you have obtained. Do they differ? Explain
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