From | "Takayuki Sakamoto" <[email protected]> |
To | <[email protected]> |
Subject | st: Procedures for estimating Error Correction Models? |
Date | Mon, 24 May 2004 19:44:55 -0500 |
Hello, all! This must be a very basic question. Could anybody kindly tell me if STATA has a procedure for estimating error correction models, like the Engle/Granger two-step approach or the Johansen system estimation approach, please? Thank you for your assistance, in advance! Taka * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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