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

st: Test for Panel Cointegration


From   "joe J." <[email protected]>
To   [email protected]
Subject   st: Test for Panel Cointegration
Date   Mon, 19 Jul 2004 12:22:39 +0000

While stata codes for testing panel unit root is available--e.g. panelunit module, among others--, there doesn't seem to be any code available for cointegration tests. I wonder if someone knows about any such code or has written themselves?

TA,
Joe

PS: One code I know about is Johansen-Juselius, which does not work with multiple panels.

_________________________________________________________________
Earn without investing. http://go.msnserver.com/IN/52048.asp Sell anything under the sun.

*
* 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