Implementing Johansen, Mosconi and Nieldsen (2000) test

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gnr1510
Posts: 1
Joined: Fri Aug 18, 2017 5:04 am

Implementing Johansen, Mosconi and Nieldsen (2000) test

Postby gnr1510 » Fri Aug 18, 2017 8:05 am

Hi all,

I would like to ask on the implementation of the Johansen, Mosconi and Nieldsen (2000) test upon installing the Addin programme. How do I obtain the value that I should incorporate in the scalar V1 and V2, as well as the values for scalar traceL and traceC ? And how do I interpret the results obtained?

Thanks again for your help.

Cheers! :)



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