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st: Tests with cointegration as null

From   Barbara Engels <>
Subject   st: Tests with cointegration as null
Date   Tue, 19 Jul 2011 17:24:03 +0200

Dear Statalist,

I was wondering if there is any cointegration test implemented in Stata with the null hypothesis of cointegration. Till now, I only know tests like the ADF (dfuller) that have "no cointegration", i.e. the existence of a unit root, as null. However, I want to test it the other way around now.

Any help is greatly appreciated!
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