POCOINT: Stata module to perform Phillips-Ouliaris cointegration tests

H. Ozan Eruygur

Statistical Software Components from Boston College Department of Economics

Abstract: pocoint computes the four Phillips-Ouliaris (1990) residual-based tests of the null hypothesis of no cointegration: - Za: Phillips Z(alpha) coefficient test - Zt: Phillips Z(t) t-ratio test (default) - Pu: variance ratio test introduced in the paper - Pz: multivariate trace test (invariant to the normalization of the cointegrating regression)

Language: Stata
Requires: Stata version 14
Keywords: cointegration; Phillips; Ouliaris (search for similar items in EconPapers)
Date: 2026-05-04
Note: This module should be installed from within Stata by typing "ssc install pocoint". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/pocoint.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pocoint.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pocoint_tables.mata help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pocoint_pv_table.dta (application/x-stata)
http://fmwww.bc.edu/repec/bocode/p/pocoint_cv_table.dta (application/x-stata)

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