st: error correction model

[Kit Baum <kitbaum@mac.com>]

Mariano says

Does anyone know how to estimate in Stata an Error Correction Model? I
wonder if there is a Stata command in order to estimate the model.  
Thanks in
advance,


"findit error correction model" seems to turn up enough to keep you  
busy reading for quite a while....

Please read and heed the Statalist FAQ!!

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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