Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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 19:09:57 +0100

Christoph,

Thanks for your answer. Before posting my question I used -nharvey- thinking that it was a cointegration test command. However, this command tests for common trends among the different series in one panel (that is, the variable specified). It doesn't allow testing for a cointegrating relationship among the variables of the model. I'll follow your suggestion and try to use EViews6.

Marta.


Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index