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st: -egranger- update

From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
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

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


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