I want to test to see if a data series is fractionally integrated. As
part of this, I would like to perform a variance ratio test. Has anyone
written the Stata code to conduct this test?
Thanks.
------------------------------------------------------------------------
Richard J. Stoll, Professor of Political Science and
Associate Dean of Social Sciences * Rice University
Dept. Political Science MS 24 * P.O. Box 1892 * Houston TX 77251-1892
E-mail: [email protected] * Tel: 713-348-3362 * FAX: 713-348-5273
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