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st: any panel cointegration technique available in Stata?


From   "N Zubanov" <N.Zubanov@bham.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: any panel cointegration technique available in Stata?
Date   Thu, 16 Jun 2005 17:02:35 +0100

Dear All,

Are there any techniques for estimating a cointegrating relationship on panel data implemented in Stata?
The most recent update on similar topic was the introduction of -nharvey-, but this is not really about cointegration between several variables. Can anyone help, please?
Many thanks,
N Zubanov
PhD student
The University of Birmingham


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