Definition: You are given a question on econometrics. Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. You are also given 4 answer options (associated with "A", "B", "C", "D"), out of which only one is correct. You need to answer the question by selecting the correct option. You should only answer with the choice letter, not the whole answer.
Input: If a Johansen "trace" test for a null hypothesis of 2 cointegrating vectors is applied to a system containing 4 variables is conducted, which eigenvalues would be used in the test?
(A)All of them (B)The largest 2 (C)The smallest 2 (D)The second largest

C