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

st: RE: Error Correction Model

From   "David M. Drukker" <>
Subject   st: RE: Error Correction Model
Date   Wed, 30 Nov 2005 09:37:16 -0600 (CST)

Mariano Alvarez <> 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

. help vec postestimation

to learn about specification testing and interpretation.


*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index