<< Unit roots and cointegration
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Multivariate regressions >>
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>> Johansen cointegration mmethod
Johansen cointegration mmethod
c_sja
—
critical values for Johansen maximum eigenvalue statistic
c_sjt
—
critical values for Johansen trace statistic
johansen
—
Johansen cointegration tests
johansen_beta_part
—
impose and test restrictions on the cointegration relations
johansen_common_beta
—
impose and test common restrictions on the cointegration relations
johansen_eigen
—
calculate eigen values of a johansen procdure
johansen_known_alpha
—
impose and test known columns of the error correction terms
johansen_known_beta
—
impose and test restrictions on the cointegration relations
johansen_normalize
—
normalize the eigen vectors and error correction terms
johansen_test_exo_lt
—
test the correct inclusion of an exogenous in the cointegration space
johansen_test_lr_weakexo
—
test the long run weak exogeneity of a subset of variables
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<< Unit roots and cointegration
Grocer
Multivariate regressions >>