Durbin-Hausman cointegration test, developed by Westerlund (2008)

[Osama Elsalih]

Hi there

Can anyone help with the stata command for this test "Durbin-Hausman cointegration test, developed by Westerlund (2008)"? It is panel cointegration test uses in case of present cross-section dependency and the series are in different order of cointegration I(0), I(1).

Thanks very much

[William Lisowski]

The output of

search westerlund

will point you to a base Stata command and a user-written Stata command, which perhaps will help with what you want to do.

[Osama Elsalih]

Thanks William.
searching for "westerlund" comes just with results related to Westerlund (2007) (xtwest -- Westerlund error-correction-based panel cointegration tests)

[Leina Smith]

I'm also looking for this command. Can anyone help me with this command?