st: Re: cointegration

[Christopher F Baum <baum@bc.edu>]

--On Wednesday, August 7, 2002 2:33 -0400 jennifer wrote:

> Hi,
> I would like to do some cointegration test between two variables X and Y.
> Is there any stata command for it rather than through a series of stata
> commands?
>
> Cheers...Jennifer
findit cointegration

Pat Joly's stuff is up to date and reliable in my experience.

Kit
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