Hi Anurag,
It seems you are in luck. StataCorp just annouced these capabilites a couple
of days ago.
http://www.stata.com/news/ts.html
To make use of them, type
. update all
And when the downloading is complete, type
. update swap
You might need permission from your network administrator to do so.
Renzo
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*From "student19767" <[email protected]>
To [email protected]
Subject st: Cointegration in a large data set
Date Sun, 01 Aug 2004 16:28:11 -0000
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Hi,
Is there a possibility of conducting cointegration and vector error
correction model using a large data set of more than 50 variables in
Stata?
Thanks
Anurag
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