Coint exogenous variable

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fboehlandt
Posts: 83
Joined: Thu Apr 15, 2010 3:54 am

Coint exogenous variable

Postby fboehlandt » Mon Jun 10, 2013 12:05 pm

What is the syntax for the coint function to include exogenous variables in the Johansen cointegration test. I have
coint(s, 3) ser1 ser2 ser3 [dummy]
which does not work. 'dummy' is the strictly exogenous variable
Thanks in advance
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Coint exogenous variable

Postby EViews Gareth » Mon Jun 10, 2013 1:05 pm

Code: Select all

coint(s, 3) ser1 ser2 ser3 @ dummy
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fboehlandt
Posts: 83
Joined: Thu Apr 15, 2010 3:54 am

Re: Coint exogenous variable

Postby fboehlandt » Tue Jun 11, 2013 12:49 am

Thanks Gareth
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Pandelis
Posts: 10
Joined: Thu Sep 19, 2013 9:30 am

Re: Coint exogenous variable

Postby Pandelis » Thu Sep 19, 2013 3:34 pm

Dear Gareth

Can this code be applied in relation with the Rahbek and Mosconi (1999) test?

Related discussion: http://forums.eviews.com/viewtopic.php? ... 0&start=15

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