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You Have the Following Data for Johansen's λ\lambda max Rank Test for Cointegration Between 4 International Equity Market

Question 20

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You have the following data for Johansen's λ\lambda max rank test for cointegration between 4 international equity market indices:  You have the following data for Johansen's  \lambda <sub>max</sub> rank test for cointegration between 4 international equity market indices:   How many cointegrating vectors are there? A)  0 B)  1 C)  2 D)  3 How many cointegrating vectors are there?


A) 0
B) 1
C) 2
D) 3

Correct Answer:

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