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st: RE: Hansen test


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Hansen test
Date   Thu, 10 Oct 2002 18:58:15 +0100

David Greenberg
> 
> 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? 

Just from this you can't be certain that 
the problem lies with -hansen-. The 
time series library programs call each 
other to a high degree, and the problem 
may lie elsewhere. 

Nick 
n.j.cox@durham.ac.uk 

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