TESTVEC: Stata module to retrieve cointegrating vectors from vec

Christopher Baum

Statistical Software Components from Boston College Department of Economics

Abstract: testvec can be run after a vec command to retrieve the estimated cointegrating vectors and place them in the e-returns. This permits commands such as test, testparm and lincom to be applied to the point and interval estimates of the cointegrating vectors.

Language: Stata
Requires: Stata version 12
Keywords: vec; vector error correction model; cointegrating vectors; cointegration (search for similar items in EconPapers)
Date: 2025-07-01
Note: This module should be installed from within Stata by typing "ssc install testvec". 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/t/testvec.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/testvec.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459469

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