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st: modlpr
The modlpr routine (PCB Phillips' modified log-periodogram
regression) of Baum and Wiggins has been updated to allow use on a
single timeseries of a panel, or on all timeseries using the by
prefix. The help file has been SMCLized. The routine now requires
Stata 8.2. modlpr was originally published in STB-57, but has been
updated in the interim. The revised version is available from SSC.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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