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Re: st: Re: roblpr: fractional integration test


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Re: roblpr: fractional integration test
Date   Thu, 26 Sep 2002 22:18:07 -0400

This poster's question regarding the Robinson test leads to another.  As far as I can tell, the various routines for estimating the fractional root in time series using Stata (there are several - lomodrs, gphudak, modlpr, roblpr) do not permit one to predict residuals after estimating the root. It would be useful to be able to do so, so that the residuals can be modeled. Has anyone written code to permit this? David Greenberg, Sociology Department, New York University. 

----- Original Message -----
From: Christopher F Baum <baum@bc.edu>
Date: Thursday, September 26, 2002 8:05 am
Subject: st: Re: roblpr: fractional integration test

> --On Thursday, September 26, 2002 2:33 -0400 
> ezinovyev@eerc.kiev.ua wrote:
> 
> >
> > I want to perform Robinson test for partial integration. Please 
> tell me
> > how to  do it in Intercooled Stata 7.0. I do not have help for 
> this test;
> > I only now  its name: ROBLPR. I would be very grateful.
> >
> > Best regards
> >
> > Eugene Zinovyev
> 
> ssc install roblpr
> help roblpr
> 
> Kit Baum
> (author of roblpr)
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