Re: st: Testing Cointegration

[Robert A Yaffee <bob.yaffee@nyu.edu>]

Daniel,
     Have you looked into the trace test or the maximum eigenvalue test?
          Robert


On Thu, Feb 7, 2013 at 6:11 PM, Daniel - <daesp@msn.com> wrote:
>
> Hi @ll.
>
> Is there any routine for testing cointegration?
>
> Thanks.
>
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-- 
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

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