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: [email protected]
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
> [email protected]
> [email protected]
>
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>
*
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