bayerhanck error

[Muhammad Ibrahim Shah]

Dear community, I am trying to run a bayerhanck cointegration command for a time series model containing 3 independent variables. But the command tells me: file c:\ado\plus/b/NullDistr.dta not found. I dont know whats going on? I uninstalled and reinstalled and the problem did not go away. What should I do?

[Nick Cox]

bayerhanck is from SSC, as you are asked to explain (FAQ Advice #12). As

net describe bayerhanck, from(http://fmwww.bc.edu/RePEc/bocode/b)

shows the files include a dataset which you must install.too for the command to work.

[Muhammad Ibrahim Shah]

Hi Professor, thanks for your help. I ran your code and it still gives me same errors:

net describe bayerhanck, from(http://fmwww.bc.edu/RePEc/bocode/b)

. net install bayerhanck
checking bayerhanck consistency and verifying not already installed...
all files already exist and are up to date.

. bayerhanck y, rhs( x1 x2 x3)
file c:\ado\plus/b/NullDistr.dta not found

[Nick Cox]

See the help for net and type also

net get bayerhanck

If necessary. type

net describe bayerhanck, from(http://fmwww.bc.edu/RePEc/bocode/b)

before you try that.

[NUR FAKHZAN MARWAN]

Hi, I come across similar problem, and I already wrote the code, but still to no avail.

Please help

[Hantian Xiao]

Here is .dta file you need, download it and put it into \ado\plus/b

If the link can't work, you can find the NullDistr.dta file on https://econpapers.repec.org/softwar...de/s457061.htm

[Huseyin ICEN]

You can go to Application Support/Stata/ado/plus/n/ and check the NullDistr.dta file. Then download the NullDistr.dta file from the web and paste it here. (If you can't find it I can email it to you) If there is no n subdirectory you have to create it yourself. For example I did it myself: mkdir -p “/Users/huseyinicen/Library/Application Support/Stata/ado/plus/n/” (run this in terminal)