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Re: st: Testing Cointegration


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing Cointegration
Date   Thu, 7 Feb 2013 20:39:35 -0500

Daniel,
     Have you looked into the trace test or the maximum eigenvalue test?
          Robert


On Thu, Feb 7, 2013 at 6:11 PM, Daniel - <daesp@msn.com> wrote:
>
> Hi @ll.
>
> Is there any routine for testing cointegration?
>
> Thanks.
>
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-- 
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf
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