EViews.com

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

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