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st: Structural Break tests


From   "Vidya Mahambare" <mahambarev@Cardiff.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Structural Break tests
Date   Tue, 19 Apr 2005 13:36:58 +0100

Hi All,

I am trying to perform structural break tests. Are there Stata codes available
for implementing structural break tests of Andrews (1993), Andrews & Ploberger
(1994) or the Bai-Perron procedure? 

I am aware of zandrews module in Stata which calculates
the Zivot-Andrews unit root test allowing for a break.

Thanks,
Vidya
 
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