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From | Rosen Chowdhury <R.Chowdhury@dundee.ac.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: recursive analysis of vecm |
Date | Sun, 26 Apr 2009 13:47:33 +0100 |
Hi, I am a new user of stata . Recently I ran a SVECM in stata .I want to do a recursive analysis of the cointregating equations . Can anybody please help me with this matter.Is it possible to do a cusum test to see the stability . Rosen The University of Dundee is a registered Scottish charity, No: SC015096 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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