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st: VEC models and Johansen Procedure


From   "Christian Wagner" <christian.wagner@wu-wien.ac.at>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: VEC models and Johansen Procedure
Date   Tue, 24 Aug 2004 16:05:11 +0100

Dear Statalist-Users,
I have been searching Stata help and manuals for how to estimate VEC models
and apply the Johansen procedure, however, I could not find any helpful
information. I also looked through -var- and related commands but could not
find any options that were related to cointegration.
Is there any source you can refer me to?
Thanks for your support,
Christian

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