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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

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