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st: -egranger- update
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: -egranger- update
Date
Thu, 22 Nov 2012 23:27:53 -0000
With thanks to Kit Baum, and update to -egranger- is available on ssc
archives.
A sharp-eyed user spotted that -egranger- was using the wrong count of
cointegrating variables (off by 1) when calculating and reporting the
critical values compiled by MacKinnon. (Thanks Sergey!) This is now
fixed.
--Mark
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