Pedroni cointegration

[lnp3]

dear forum,

Is there such a rule that Pedroni cointegration test applies to variables of 7 or less?

If I have 8 variables, in other words, I can't use it?

please let me know if there is such a rule.

regards,
lnp3

[EViews Glenn]

The problem is that the adjustment factors are only available from simulation, and to the best of my knowledge, values for 8 or more variables are not available.

[lnp3]

thanks for this information...