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st: cointegration in panel data


From   "Parul Chhabra" <parulchhabra@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: cointegration in panel data
Date   Tue, 30 Sep 2003 23:15:48 +0530

Hello,
I am working on panel data and interested in carrying out the co-integration test. Is there any stata module to conduct a Johansen equivalent of the test in case of panel data. I have multiple regressors.
I would really appreciate your help.

Best,
Parul

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