English, Article edition: BAYERHANCK: Stata module to compute test for non-cointegration Christian Bayer; Christoph Hanck

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Bookmark: http://trove.nla.gov.au/version/6396
Physical Description
  • code
Language
  • English

Edition details

Title
  • BAYERHANCK: Stata module to compute test for non-cointegration
Author
  • Christian Bayer
  • Christoph Hanck
Physical Description
  • code
Notes
  • bayerhanck produces a joint test-statistic for the null of no-cointegration based on Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests.
  • cointegration, Engle-Granger, Johansen, Boswijk, Banerjee
  • RePEc:boc:bocode:s457061
Language
  • English
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