I really need help on this issue. I am using Eviews 8.
1) do dummy variables enter co-integration and unit root tests?
2) do *interaction dummy* variables (d*gdp) enter co-integration and unit root tests?
3) Is it OK if I interact dummy and gdp in excel ( and export interacted data to eviews) rather than interacting them in Eviews?
thank you for your help.
all the best,
