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st: johans package revised on SSC


From   Joly.Patrick@ic.gc.ca
To   statalist@hsphsun2.harvard.edu
Subject   st: johans package revised on SSC
Date   Tue, 10 Dec 2002 16:03:57 -0500

The -johans- package has been revised on SSC.  Type -ssc describe johans-
for a package description and -ssc install johans- to install.  The package
is an implementation of the Johansen-Juselius cointegration rank test.

The changes are mainly that 1) -johans- now reports in its output the
Osterwald-Lenum critical values for both the Maximum-eigenvalue and Trace
test statistics, and 2) the accompanying help file includes a Methods &
Formulas section new users of the package may find helpful.

Thanks to Kit Baum for updating the archive.


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