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  • Cointegration test

    Hello,

    Stata 15 have introduced new Cointegration test: xtcointtest of 3 different types KAO, PEDRONI & WESTERLUND. I was wondering how are they different from xtpedroni and xtwest. Since I do not have access to Stata 15 but Stata 14, also is xtcointtest available in ssc-install.


    Thank you.

  • #2
    Saptorshee:
    welcome to this forum.
    As far as your second question is concerned, typing -search xtcointtest- from within Stata 14.2 does not return any entry.
    Kind regards,
    Carlo
    (Stata 15.1 SE)

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    • #3
      Dear Carlo,

      Thank you very much for your prompt reply, I have already checked that, so I guess xtcointtest is not available in Stata 14.2, anyway I can run it in Stata 14.2

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