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Johansen Methodology is necessary if _______ a. cointegration vectors has Markow switching movement. b. there is a VAR process in the cointegrating vectors c. there
Johansen Methodology is necessary if _______
a. cointegration vectors has Markow switching movement.
b. there is a VAR process in the cointegrating vectors
c. there are more than cointegrating vectors
d. there is nonlinearity in the cointegration vectors
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