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Re: st: RE: Hansen test


From   David Greenberg <dg4@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Hansen test
Date   Thu, 10 Oct 2002 15:22:12 -0400

I just typed   hansen depvar  indvar. I got the same error whether or not I tsset the data first. It doesn't matter whether I put "regress" on the option line, or whether I add 
"current(indvar)" to the option line.  David Greenberg

----- Original Message -----
From: Joly.Patrick@ic.gc.ca
Date: Thursday, October 10, 2002 3:08 pm
Subject: st: RE: Hansen test

> David Greenberg wrote
> > 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 
> 
> what are you typing after -hansen-?  I tried to replicate your 
> problem but
> couldn't get an error message.  The problem might have to do with -
> tsfit-
> which hansen uses.
> 
> Patrick Joly
> joly.patrick@ic.gc.ca
> pat.joly@utoronto.ca
> 
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