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BAYERHANCK: Stata module to compute test for non-cointegration

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Christian Bayer (Universitat Bonn)
Christoph Hanck () (Universitat Maastricht)

Additional information is available for the following registered author(s):

Abstract

bayerhanck produces a joint test-statistic for the null of no-cointegration based on Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests.

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File URL: http://fmwww.bc.edu/repec/bocode/b/bayerhanck.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/b/bayerhanck.sthlp
File Format: text/plain
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/n/NullDistr.dta
File Format: application/x-stata
File Function: required data file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457061.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
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Requires: Stata version 10
Date of creation: 17 Jun 2009
Date of revision:
Handle: RePEc:boc:bocode:s457061

Note: This module may be installed from within Stata by typing "ssc install bayerhanck". 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

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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: cointegration; Engle-Granger; Johansen; Boswijk; Banerjee;

Statistics
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This page was last updated on 2009-11-13.

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