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st: recursive analysis of vecm
From
Rosen Chowdhury <[email protected]>
To
[email protected]
Subject
st: recursive analysis of vecm
Date
Sun, 26 Apr 2009 13:47:33 +0100
Hi,
I am a new user of stata . Recently I ran a SVECM in stata .I want to do a recursive analysis of the cointregating equations . Can anybody please help me with this matter.Is it possible to do a cusum test to see the stability .
Rosen
The University of Dundee is a registered Scottish charity, No: SC015096
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