xtcointreg - "command cointreg is unrecognized r(199)"

[Susanna Croci]

Dear Statalists,
After successfully installing the command xtcointreg using "ssc install xtcointreg", I'm unable to run it on Stata 17.0. The command is "xtcointreg lnAIR lnBERD", and the output "command cointreg is unrecognized r(199);". I therefore tried to install cointreg " ssc install cointreg ", and the output was "ssc install: "cointreg" not found at SSC, type search cointreg". The command xtcointreg still doesn't work.

Any suggestions?

Thank you,
Susanna

[Nick Cox]

As the help file for xtcointreg signals, this builds on earlier work, which you can download after

net sj 12-3 st0272

[Beri Parfait]

Regarding your question, I found the following comment on ResearchGate by Dagmawe Tenaw useful when I faced a similar challenge in Stata 16:

"1. write 'search cointreg' in the command window. Then, you will find two packages in the viewer window.
2. Install first the st0272 package (Long-run covariance and its applications in cointegration regression)----just click on the link indicated.
3. After that, install the 'XTCOINTREG' module directly from the viewer screen. Or, Using 'ssc install xtcointreg"

I hope this helps future users