Implementing Johansen, Mosconi and Nieldsen (2000) test
Posted: 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!
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!