Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: trend specification in VEC

From   "kashif saeed" <>
Subject   st: trend specification in VEC
Date   Sun, 19 Sep 2004 20:53:00 +0500

Dear all!

I know Stata uses Johansen's five trend specifications in finding cointegrating rank of a VECM. However I do not know how exactly each command (trend, rtrend, constant, rconstant, none) corresponds to Johansen's specifications. Please help me in this regard.

Thanks in advance.

Kashif Saeed.

The new MSN 8: advanced junk mail protection and 2 months FREE*

* For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index