Johansen with exogenous variables

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oek_stat
Posts: 11
Joined: Thu Sep 30, 2010 1:11 am

Johansen with exogenous variables

Postby oek_stat » Fri Nov 12, 2010 2:34 am

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?

EViews Glenn
EViews Developer
Posts: 2627
Joined: Wed Oct 15, 2008 9:17 am

Re: Johansen with exogenous variables

Postby EViews Glenn » Fri Nov 12, 2010 10:05 am

See my posting in response to your other question.

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


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