BAYERHANCK: Stata module to compute test for non-cointegration

Christian Bayer () and Christoph Hanck ()
Additional contact information
Christoph Hanck: Universitat Maastricht

Statistical Software Components from Boston College Department of Economics

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

Requires: Stata version 10
Keywords: cointegration; Engle-Granger; Johansen; Boswijk; Banerjee (search for similar items in EconPapers)
Date: 2009-06-17
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/b/bayerhanck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bayerhanck.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/NullDistr.dta required data file (application/x-stata)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457061

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