Question: 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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