When I am doing Johnsen Cointegration test,I am getting different results in trace and Max Eigenvalue. What should I do

More Tanya Goenka's questions See All

What is the best measure of adaptivity (career construction theory)?

Hi! I am researching Career Construction Theory's Adaptation model as applied to student success in university students. While I have found good measures of career adaptability, adapting...

08 May 2023 4,318 0 View

How is the composition of tourmaline of magmatic origin different from tourmaline of hydrothermal origin?

Himalayan leucogranites, pegmatites, boron

07 April 2023 7,825 2 View

How is primary biotite distinguished from reequilibrated biotite?

Electron Probe Microanalysis, Granites

27 November 2022 2,927 6 View

What is going wrong withe simulation ?

Hello , I am performing Modal analysis for ultrasonic cylindrical horn at a frequency 20KHz. After performing the linear perturbation analysis to find the natural frequency of the horn the end...

20 July 2022 8,159 4 View

What are the advantages of monazite over zircons in geochronological studies?

Granites, Himalayas, temperature, pressure, Isotopes

06 July 2022 6,008 6 View

For the determination of lead (Pb) isotopes, what different techniques have been used in the recent years?

As a function of the relative isotope masses, the lead isotope ratios fractionate differently from the true value and has more than one radiogenic isotope. Which methods are preferable, then, in...

01 July 2022 9,307 0 View

How do we explain a local dimensionless parameters obtained using similarity transformations?

There are many problems relating to stretching or squeezing of sheet in which we obtain a dimensionless parameter which contains "x" or "t", symbolizing a local behaviour of the parameter on the...

27 January 2022 5,559 3 View

In the case of monazite, which dates are considered best to estimate the crystallization age ?

Does the dates to evaluate the age vary with analytical methods ? 207Pb/235U dates,208Pb/232Th dates, 206Pb⁄238U ,LA-ICPMS Leucogranites, Himalayas

29 December 2021 5,512 2 View

What inferences can be drawn from the oscillatory zoning in zircons?

origin, granitic melts, Leucogranites, Himalayas

18 December 2021 6,881 3 View

Is there a reason to use different or same material for electrodes?

In a three-electrode cell, what difference (if any) would there be in the observed redox reaction / CV plot if the working and counter electrodes were made from the same or different materials....

15 September 2021 5,246 0 View

Johansen test question on the number of cointegration relationships?

Hello everyone

01 August 2024 6,431 4 View

Quantile cointegration estimate?

Dear all, does anyone has the estimation code for Xiao (2009) quantile cointegration test.

28 July 2024 6,133 3 View

How can I replace missing data in time series (using EViews)?

My thesis includes variables of inflation rate (monthly), interest rate (weekly), exchange rate (daily), and crude oil production (monthly), as well as imports and exports (annually). The period...

27 July 2024 7,384 5 View

How apply Kao Residual Cointegration Test in eviews?

Kao's panel cointegration tests , is there anyone willing to explain me the eviews-9 output for the Kao's panel cointegration tests?

23 July 2024 5,051 4 View

VECM Model: Positive/insignificant CointEq1 ?

Hello everyone, I am conducting

22 July 2024 8,085 11 View

Which cointegration approach should I use when the variables are integrated in different orders?

I am working on a 21 sample size data time series, and after applying ADF test one of my variables are integrated of order 2 I(2), two variables are integrated of order 1 I(1) and two are...

08 June 2024 5,787 12 View

What are the conditions for using the ARDL model?

I have used the ARDL model to model data over ten years. The results of the bounds test indicate that there is a cointegration relationship at the 5% and 10% levels. However, the ARDL and ECM...

07 June 2024 8,818 4 View

Cointegration in case of the mixture of I(0) and I(1) stationary variables?

Hi! I want to use the ADL model for my data analysis. However, after performing a stationary test, dependent and 6/8 independent variables are stationary only in differences. The other two are...

23 April 2024 9,017 3 View

How do we analyse country specific Granger Causality in Stata for a Panel VAR?

I am running a Panel VAR model for 4 countries with the following variables: 1. GDP growth 2. Fiscal expenditure 3. Interest rates If possible, I wish to analyse the individual country specific...

02 April 2024 3,691 0 View

What are the consequences of running a panel VAR with 2 variables stationary at levels and one variable stationary at first difference ?

I have a trivariate Panel VAR system with the following variables: LnGDP (Natural log of GDP) Fiscal Expenditure (as % of GDP) Interest rate ( in %). LnGDP and interest rate are stationary at...

28 March 2024 9,673 0 View

Mizuki Tsuboi

Hello.

To begin with, like AIC and SIC, it is possible for trace tests and max eigenvalue tests to produce different outputs.

Unfortunately, which to use ("believe") is still under debate. Therefore, if you are writing academic papers, you need to report the results for both cases. Or if results are not that different, you may report the one case in the main body of the text and put the other in the Appendix.

Hope this helps,

Mousumi Bhattacharya

The results can be different. Just check whether the result reveals a long term relationship exists or not according to both Trace and Max Eigen value statistics. The number of co-integrating rank might be different.