Shin (1994) cointegration test
Posted: Wed Jul 03, 2019 8:33 am
Hi,
Shin (1994) called "A residual based test of the null of cointegration against the alternative of no cointegration". In this paper the author extends the KPSS test for unit root to test for cointegration using single equation model. He tests the null of co-integration, using a single equation model with I (1) variable. My question is can Eviews do this test?
Thank you
Shin (1994) called "A residual based test of the null of cointegration against the alternative of no cointegration". In this paper the author extends the KPSS test for unit root to test for cointegration using single equation model. He tests the null of co-integration, using a single equation model with I (1) variable. My question is can Eviews do this test?
Thank you