Mansour,
Thanks for your answer. I'm dealing with a balanced panel and I used -ipshin- command to test for unit roots. What I would like to do now is to test for the existence of a long-run relationship among the dependent variable and the two regressors in my model. That's why I was asking for a command in Stata to test for cointegration among my variables.
Marta.
Please access the attached hyperlink for an important electronic communications disclaimer: http://www.lse.ac.uk/collections/secretariat/legal/disclaimer.htm
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
