JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes Johansen lambda tests for cointegrating rank, and the ML estimator for a single cointegrating vector.

Language: RATS
Requires: RATS 7.30
Keywords: Johansen ML estimator; cointegration (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/johmle.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00099

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