An Outline of the Engle-Granger Two-Step Cointegration Analysis

[@zailicious]

Beautiful explanation!

[@haseebali512]

This is the best explanation I have seen on ECM, from start to finish. Thank you very much! When conducting the Dickey-Fuller test, is there any value of K that is supposed to be used? Should we do for many values of K and conduct the DF test on all of these?

[@mehmetaknsimsek2108]

Great explanation thanks a lot.

[@paksunaryan9221]

What is the assumption of eta_t? is it under normality or t?

[@theinstigatorr]

Great video, thank you very much

[@eshaaa_23]

Hi there, just watching your video, I wanted to know what the outcome would be if you had 3 variables in your regression equation. Thanks