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st: error correction model

From   Kit Baum <>
Subject   st: error correction model
Date   Wed, 30 Nov 2005 10:36:35 -0500

Mariano says

Does anyone know how to estimate in Stata an Error Correction Model? I
wonder if there is a Stata command in order to estimate the model. Thanks in

"findit error correction model" seems to turn up enough to keep you busy reading for quite a while....

Please read and heed the Statalist FAQ!!

Kit Baum, Boston College Economics

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