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| From | "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: -egranger- update |
| Date | Thu, 22 Nov 2012 23:27:53 -0000 |
With thanks to Kit Baum, and update to -egranger- is available on ssc archives. A sharp-eyed user spotted that -egranger- was using the wrong count of cointegrating variables (off by 1) when calculating and reporting the critical values compiled by MacKinnon. (Thanks Sergey!) This is now fixed. --Mark ----- Sunday Times Scottish University of the Year 2011-2013 Top in the UK for student experience Fourth university in the UK and top in Scotland (National Student Survey 2012) We invite research leaders and ambitious early career researchers to join us in leading and driving research in key inter-disciplinary themes. Please see www.hw.ac.uk/researchleaders for further information and how to apply. Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/