Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: cointegration in panel data


From   "Parul Chhabra" <[email protected]>
To   [email protected]
Subject   st: cointegration in panel data
Date   Tue, 30 Sep 2003 23:15:48 +0530

Hello,
I am working on panel data and interested in carrying out the co-integration test. Is there any stata module to conduct a Johansen equivalent of the test in case of panel data. I have multiple regressors.
I would really appreciate your help.

Best,
Parul

_________________________________________________________________
The coolest deals. The hottest offers. http://www.msn.co.in/shopping All now online for you!

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index