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st: Hansen test


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Hansen test
Date   Thu, 10 Oct 2002 13:51:55 -0400

The time series library contains a program for performing the Hansen test, to determine whether the regression coefficients in a time series regression are stable. It was written for an earlier version of Stata. When I use it I receive an error message, "invalid 'and'", even though the letters "and" do not appear in the syntax. Has someone written a  file that will perform the Hansen test (or the CUMSUMSQ test) that will work with version 7? David Greenberg, Sociology Department, New York University. 

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