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st: any PANEL COINTEGRATION tests in Stata??


From   I.A.Nikolov@lboro.ac.uk
To   statalist@hsphsun2.harvard.edu
Subject   st: any PANEL COINTEGRATION tests in Stata??
Date   Mon, 19 Feb 2007 14:06:03 +0000

Dear Stata users

I have been looking for ways to conduct panel cointegration tests in Stata.
Practically, so far I found only the NHARVEY module.
Any work going on in that area anywhere?
Best,

I. Nikolov

*************************************************
Ivaylo Nikolov
Department of Economics
Loughborough University
Loughborough
Leicestershire,  LE11 3TU
United Kingdom
*************************************************




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