Hi,

I am using the package johansensmall, for johansen cointegration test with small sample sizes. I have a dataset with only 29 samples. Now, I get a significant reslut at the 5% level with the Bartlett correction, and at 1% level with the boot-strapped p-values. I report both values. Would you say these results are valid, considering the very small sample size?

Best,
Lars