Johansen Cointegration test Critical Values; exogen variable
Posted: Tue Dec 04, 2012 7:15 am
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
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