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RE: st: cointegration


From   Joly.Patrick@ic.gc.ca
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: cointegration
Date   Mon, 9 Dec 2002 16:51:39 -0500

ycng@telus.net [mailto:ycng@telus.net] wrote,
> I am a user of Stata 6 and want to run cointegration.  I browse some
> websites and give me a impression that command called "coint" is
> available in Stata 7.  
> However, when I check the stata 7 reference guide, I cannot see it.
>  Can Stata 7 run it?


-findit cointegration- points to several modules for running cointegration
tests (i.e. johans) and/or estimating vector ECMs (i.e. vececm) available on
SSC.  However, Stata 7 is required.

As I am the author of these programs, I still have earlier versions of both
of the above, which run under Stata 6.  I could email them to you but only
on the understanding that these programs would be provided 'as is'.  I fully
support current versions of my programs but cannot promise as much for
earlier versions.  I would certainly recommend upgrading to Stata 7.


Patrick Joly
joly.patrick@ic.gc.ca
pat.joly@utoronto.ca


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