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st: RE: Error Correction Model


From   "David M. Drukker" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: Error Correction Model
Date   Wed, 30 Nov 2005 09:37:16 -0600 (CST)

Mariano Alvarez <malvarez@utdt.edu> wants to use Stata to estimate the
parameters of vector error-correction (VEC) models.

Stata 9 has a full suite of estimation and interpretation commands for VEC
models.  Mariano should use the -vec- command for estimation and he should
type

. help vec postestimation

to learn about specification testing and interpretation.

    --David
      ddrukker@stata.com


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