Dear List, Has anyone written a script that would determine the threshold for an asymmetric cointegration test? Thomas W. Volscho Assistant Professor of Sociology Department of Sociology, Anthropology, and Social Work City University of New York-College of Staten Island 2800 Victory Blvd., Bldg. 4S, Room 210 Staten Island, NY 10314 phone: 718-982-3774 email: thomas.volscho(a)csi.cuny.edu web: http://scholar.library.csi.cuny.edu/~volschot Think green before you print this email.