1. Saptarshi Basu Roy Choudhury
    7 years & 2 months ago

    Hi HP,

    Thanks for your comment. We have already published articles on how to do unit root test, lag selection, cointegration, and vecm test. Each of those articles also includes the output as produced by STATA. If you need to summarize results, either you can copy the output tables first to excel and then import them to a word document. But it often does not give you the right alignment or formatting. For a better way to summarize results, you can use the command “outreg2”. For that, first, install the comment in STATA, then copy and paste your output tables in a word document and finally run the command. Refer to this link for how to use this command.

    https://www.princeton.edu/~otorres/Outreg2.pdf

    Hope it helps.

  2. HP
    7 years & 2 months ago

    Hi,
    Thanks for the detail explanation. Great job.
    There are many resources in the net about these tests but only a few provide explanations. You did a great job. I am wondering if you could help the reader with a publication like table for unit root tests, lag selection, cointegration, and vecm test so that it will be so easier to run and summarize results.