Johansen Cointegration test Critical Values; exogen variable

[tonidastier]

Hello Everybody,

I want to conduct a Johansen Cointegration test with 2 endogenous and 3 exogenous variables.
However the crtical values given by eviews7 are calculated assuming no exogenous variables.
Can anyone give me a hint, where I can find critical values, that are adjusted for exogenous variabels?


Thanks a lot,

Andi

[Pandelis]

Unfortunately, this (Rahbek and Mosconi 1999 test) is not currently available in E-Views.