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MLCOINT: Stata module to compute Johansen cointegration tests

Author

Listed:
  • Ken Heinecke

Programming Language

Stata

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.

Suggested Citation

  • Ken Heinecke, 2000. "MLCOINT: Stata module to compute Johansen cointegration tests," Statistical Software Components S414601, Boston College Department of Economics, revised 11 Oct 2000.
    • Handle: RePEc:boc:bocode:s414601
    Note: This module may be installed from within Stata by typing "ssc install mlcoint". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

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