Hi everyone, is there a way I can check stability of the cointegration relation using the Hasen and Johansen recursive method in Stata or EViews?

I have estimated a VECM in Stata with rank =2 on five variables after confirming that all variables are I(1) and there are 2 CI rank using the Johansen test. Now I want to check CI relations...

15 January 2024 8,154 5 View