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RE: st: Testing Cointegration
Thank you Robert. I will looking that.
Daniel Suarez
----------------------------------------
> From: bob.yaffee@nyu.edu
> Date: Thu, 7 Feb 2013 20:39:35 -0500
> Subject: Re: st: Testing Cointegration
> To: statalist@hsphsun2.harvard.edu
>
> 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.
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> 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
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/