MacKinnon Critcal Values

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pmig
Posts: 2
Joined: Tue Jan 23, 2007 2:37 am

MacKinnon Critcal Values

Unread post by pmig »

Greetings to all.

I would be gratefull if informed on how to use the MacKinnon procedure (MACKINNONCV.SRC) in order to estimate critical values for large m/v cointegration systems. What I need is the syntaxis of the command for case 4 of MacKinnon et al. (1999) and a system with 13 variables.

Thank you.
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