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- Thu May 16, 2013 10:34 am
- Forum: Estimation
- Topic: [Question/Eviews 6]Johansen Cointegration Test Lag intervals
- Replies: 0
- Views: 1737
[Question/Eviews 6]Johansen Cointegration Test Lag intervals
Dear forum, Wondering if anyone can help about this specific part in the Eviews 6 User's Guide II: "You should specify the lags of the test VAR as pairs of intervals. Note that the lags are specified as lags of the first differenced terms used in the auxiliary regression, not in terms of the le...