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Hi I have faced this problem and had to make a decision to opt for one. This was my problem. There is no clear-cut preference for either test. There are academics on both sides of the fence. Enders (1995) opts for the maximum eigenvalue approach check p393 something about this test having a “sharper...

I am a new user of Eviews 7 and 8 and I am performing some time series analysis. I am doing a study on causality of Australia and other world equity indices. I want to perform the unit root tests, check for cointegration and subsequently check for granger causality. I performed the Bai Perron test a...

Hi Are you estimating an unrestricted VAR because the series are not cointegrated? , if your study found the series are not cointegrated then the estimation on the unrestricted VAR is suitable. Moreover if the series are not stationary C. W. J. Granger, Huang, and Yang (2000) recommend using differe...