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st: trend specification in VEC


From   "kashif saeed" <mmks_ku@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: trend specification in VEC
Date   Sun, 19 Sep 2004 20:53:00 +0500

Dear all!

I know Stata uses Johansen's five trend specifications in finding cointegrating rank of a VECM. However I do not know how exactly each command (trend, rtrend, constant, rconstant, none) corresponds to Johansen's specifications. Please help me in this regard.

Thanks in advance.

Kashif Saeed.

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