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st: Common factor (COMFAC) test for dynamic model specification?

From   "Salvati, Jean" <JSalvati@imf.org>
To   <statalist@hsphsun2.harvard.edu>
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.