EViews.com

Posted: **Sat Aug 15, 2009 5:47 pm**

Hi,

I have done a Johansen cointegration test in EViews, however, results from maximum eigenvalue and trace tests are conflicting. Which one should I go for?

Thanks and kind regards

Kalec

Posted: **Thu Dec 22, 2011 7:44 pm**

read this: Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Helmut Lüutkepohl, Pentti Saikkonen, Carsten Trenkler) The Econometrics Journal Volume 4, Issue 2, pages 287–310, December 2001
Hope it helps.

EViews.com

Maximum eigenvalue versus trace tests: which one is better?

Maximum eigenvalue versus trace tests: which one is better?

Re: Maximum eigenvalue versus trace tests: which one is bett