Re: st: any panel cointegration technique available in Stata?

[David Jacobs <jacobs.184@sociology.osu.edu>]

I haven't gone thru the Stata time-series manual carefully, but I don't 
think that this is available in Stata.  The only program I know of that has 
panel unit root tests in EViews.  I don't think that LImdep has this.

Incidentally, when William Greene came thru our campus he implied that 
there isn't much of a consensus panel unit root tests and cointegration, so 
maybe it isn't necessary yet to obsess about this.

Dave Jacobs

At 05:02 PM 6/16/2005 +0100, you wrote:

> Dear All,
>
> Are there any techniques for estimating a cointegrating relationship on 
> panel data implemented in Stata?
> The most recent update on similar topic was the introduction of -nharvey-, 
> but this is not really about cointegration between several variables. Can 
> anyone help, please?
> Many thanks,
> N Zubanov
> PhD student
> The University of Birmingham
>
>
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