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

Re: st: any panel cointegration technique available in Stata?


From   David Jacobs <jacobs.184@sociology.osu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: any panel cointegration technique available in Stata?
Date   Thu, 16 Jun 2005 14:54:04 -0400

I haven't gone thru the Stata time-series manual carefully, but I don't think that this is available in Stata. The only program I know of that has panel unit root tests in EViews. I don't think that LImdep has this.

Incidentally, when William Greene came thru our campus he implied that there isn't much of a consensus panel unit root tests and cointegration, so maybe it isn't necessary yet to obsess about this.

Dave Jacobs

At 05:02 PM 6/16/2005 +0100, you wrote:

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


*
* 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/

*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index