Dear Christian,
Type "update all" and follow the instructions to update your version of
stata.
Since last month there is a new set of commands that deal with vector error
correction models. You can test for cointegration with vecrank.
Gustavo
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Christian
Wagner
Sent: Tuesday, August 24, 2004 10:05 AM
To: [email protected]
Subject: st: VEC models and Johansen Procedure
Dear Statalist-Users,
I have been searching Stata help and manuals for how to estimate VEC models
and apply the Johansen procedure, however, I could not find any helpful
information. I also looked through -var- and related commands but could not
find any options that were related to cointegration.
Is there any source you can refer me to?
Thanks for your support,
Christian
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* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
