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Re: st: Panel test for cointegration


From   <M.Sanchez-Sache@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Panel test for cointegration
Date   Fri, 24 Aug 2007 14:38:10 +0100

Mansour, 
 
Thanks for your answer. I'm dealing with a balanced panel and I used -ipshin- command to test for unit roots. What I would like to do now is to test for the existence of a long-run relationship among the dependent variable and the two regressors in my model. That's why I was asking for a command in Stata to test for cointegration among my variables.
 
Marta.
 

 

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