vecrankstar.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 10mar2005}{...}
{title:The * indicates the rank selected by a sequence of trace statistics}

{pstd}
As discussed in {hi:[TS] vecrank} and Johansen (1995), performing a sequence
of trace tests at a given significance level produces an estimate of the
number of cointegrating equations.  The * indicates that this estimator has
selected the number of cointegrating equations corresponding to this row of
the table.


{title:References}

{phang}
Johansen, S. 1995. {it:Likelihood-Based Inference in Cointegrated Vector}
{it:Auto-Regressive Models}. Oxford: Oxford University Press.


{title:Also see}

{psee}
Online:  {helpb vecrank}
{p_end}