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EViews 7 has Cointegrating Regression, say, the following 3 methods
1 Fully Modified OLS (Phillips andHansen 1992)
2 Canonical Cointegrating Regression (Park 1992)
3 Dynamic OLS (Saikkonen 1992, Stock and Watson 1993)

If I have 3 variables with 2 Cointegrated Equations (CEs), how to find all the 2 CEs? (I know VAR object works)

What are these 3 methods related to Johansen’s (1991, 1995) system maximum likelihood approach to cointegration analysis and testing?

The approaches of the two sets of methods are quite different.

These are single equation methods that allow for a single cointegrating vector. The Johansen methods work with the system directly and allow for multiple cointegrating vectors.