McKinnon ADF values

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lbkova
Posts: 12
Joined: Wed Mar 04, 2009 7:16 am

McKinnon ADF values

Postby lbkova » Fri Apr 17, 2009 5:09 am

Hello All,

Is there a way to retrieve McKinnon ADF values in Eviews for use in an Engle-Granger 2 step cointegration estimation?

Thank you for the help!

Laszlo
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: McKinnon ADF values

Postby EViews Glenn » Fri Apr 17, 2009 9:26 am

Unfortunately, the answer is no at the moment. There was an earlier discussion of this issue on the forums.

http://forums.eviews.com/viewtopic.php? ... lues#p1647
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