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st: VAR in Levels / Johansen Trace test
From
Lauricio Baletti <[email protected]>
To
[email protected]
Subject
st: VAR in Levels / Johansen Trace test
Date
Fri, 5 Nov 2010 18:55:36 +0100
Hello,
I'm estimating some VARs. Is there a possibility to include Johansen
Trace tests to stata?
Second, instead of estimating VECMs, there is the possibility of
estimating VARs in Levels. Unfortunately I don't know how I have to
transform my data to get an VAR in levels. Is this a simple log
linearisation?
Thank you very much!
Greetings Lauricio
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