|From||"Salvati, Jean" <JSalvati@imf.org>|
|Subject||st: Common factor (COMFAC) test for dynamic model specification?|
|Date||Tue, 30 Nov 2004 10:41:32 -0500|
Hello, I've been looking for a Stata implementation of the common factor test for dynamic model specification. So far I haven't found anything. So I need some guidance on how to implement this test.