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Posted: **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

Posted: **Mon Jun 10, 2013 1:05 pm**

Code: Select all


coint(s, 3) ser1 ser2 ser3 @ dummy

Posted: **Tue Jun 11, 2013 12:49 am**

Thanks Gareth

Posted: **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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