cointegration test_joint hypothesis_country specific

statsmodels doesn't have a Johansen cointegration test. And, I have never seen it in any other python package either.

statsmodels has VAR and structural VAR, but no VECM (vector error correction models) yet.

update:

As Wes mentioned, there is now a pull request for Johansen's cointegration test for statsmodels. I have translated the matlab version in LeSage's spatial econometrics toolbox and wrote a set of tests to verify that we get the same results. It should be available in the next release of statsmodels.

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