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Johansen with exogenous variables

Posted: Fri Nov 12, 2010 2:34 am
by oek_stat
E-Views offers the VECM with exogenous variables, but the cointegration test do not show the correct critical values. Why?
How can I calculate these values?
Do you know any tabulation for these values?

Re: Johansen with exogenous variables

Posted: Fri Nov 12, 2010 10:05 am
by EViews Glenn
See my posting in response to your other question.

viewtopic.php?f=18&t=3299#p11120