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MLCOINT: Stata module to compute Johansen cointegration tests

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Ken Heinecke
Abstract

This is a corrected version of mlcoint from that originally published in STB-21 and updated to work under Stata 6, available in the Becketti tslib. That version failed when more than 9 variables were included in the varlist. This version will probably not work with 14 or more variables. Modifications were made by Kit Baum (baum@bc.edu) with advice from Statalist members.

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File URL: http://fmwww.bc.edu/repec/bocode/m/mlcoint.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/m/mlcoint.hlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S414601.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
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Programming language: Stata
Requires: Stata version 6.0
Date of creation: 25 Sep 2000
Date of revision: 11 Oct 2000
Handle: RePEc:boc:bocode:s414601

Note: This module may be installed from within Stata by typing "ssc install mlcoint". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: time-series data; cointegration;

Statistics
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This page was last updated on 2010-1-4.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.