The -johans- package has been revised on SSC. Type -ssc describe johans-
for a package description and -ssc install johans- to install. The package
is an implementation of the Johansen-Juselius cointegration rank test.
The changes are mainly that 1) -johans- now reports in its output the
Osterwald-Lenum critical values for both the Maximum-eigenvalue and Trace
test statistics, and 2) the accompanying help file includes a Methods &
Formulas section new users of the package may find helpful.
Thanks to Kit Baum for updating the archive.
Patrick Joly
[email protected]
[email protected]
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