Title

tc_compare -- Run a panel of threshold cointegration tests and tabulate results

Syntax

tc_compare depvar indepvars [if] [in] [, maxlag(#) tests(namelist)]

Description

Runs a default battery of twelve tests on the same series and prints a
single comparison table with test name, statistic, 5% CV, and conclusion.
Use tests() to restrict to a subset.

Default test list

es_tar, es_mtar, glsmtar, exes, covaug_tar, covaug_mtar, bf,
supf_none, supf_slope, adlbdm, adlbo, kss.

Example

tc_compare ln_inv ln_inc, maxlag(6)

tc_compare ln_inv ln_inc, tests(es_mtar glsmtar adlbdm)

Also see

Package overview | tc_es | tc_glsmtar | tc_exes | tc_covaug | tc_bf | tc_adlbdm | tc_adlbo | tc_supf | tc_kss