Good morning, I would like to apply a Westerlund and Edgerton (2007) panel bootstrap cointegration test but it seems that this test is not available in STATA 17. In this case I have chosen The Westerlund panel cointegration using this command:
xtwest X1 X2 X3 X5, constant trend lags(1) leads(1) lrwindow(3) bootstrap(100)
but this error message appears:
command matvsort is unrecognized
r(199);
Can you please help me to solve this problem?
Moreover How can I determine the cointegrating regression (coefficients) please.
xtwest X1 X2 X3 X5, constant trend lags(1) leads(1) lrwindow(3) bootstrap(100)
but this error message appears:
command matvsort is unrecognized
r(199);
Can you please help me to solve this problem?
Moreover How can I determine the cointegrating regression (coefficients) please.
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