How to run second generation unit root testing on eviews-11?

16 November 2020 1 9K Report

After running cross section dependence test on Eviews-11, the result shows the presence of cross-section dependence. Possible cause is the interdependence of country considered in the study. Running the traditional or first generation unit root test might be bias, however i am not able to run the second generation unit root test on my Eviews-11. Does anyone know how i can get around this?

Miguel A. Tinoco

What do you mean by "the interdependence of country"?

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