MLCOINT: Stata module to compute Johansen cointegration tests

Ken Heinecke

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 6.0
Keywords: time-series data; cointegration (search for similar items in EconPapers)
Date: 2000-09-25, Revised 2000-10-11
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.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mlcoint.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mlcoint.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s414601

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