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.
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.
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