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st: -egranger- update


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: -egranger- update
Date   Thu, 22 Nov 2012 23:27:53 -0000

With thanks to Kit Baum, and update to -egranger- is available on ssc
archives.

A sharp-eyed user spotted that -egranger- was using the wrong count of
cointegrating variables (off by 1) when calculating and reporting the
critical values compiled by MacKinnon.   (Thanks Sergey!)  This is now
fixed.

--Mark



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