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st: recursive analysis of vecm


From   Rosen Chowdhury <R.Chowdhury@dundee.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: recursive analysis of vecm
Date   Sun, 26 Apr 2009 13:47:33 +0100

Hi,

I am a new user of stata . Recently I ran a SVECM in stata .I want to do a recursive analysis of the cointregating equations . Can anybody please help me with this matter.Is it possible to do a cusum test to see the stability .

Rosen 

The University of Dundee is a registered Scottish charity, No: SC015096


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