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st: kpss update


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: kpss update
Date   Sun, 25 Jun 2006 14:27:07 -0400

The kpss (Kwiatkowski, Phillips, Schmidt, Shin) stationarity test routine, originally published in STB-57/STB-58, has been updated to Stata 8.2. The routine now may be applied to a single timeseries of a panel, or to all timeseries of a panel using the by prefix. The updated routine is available from SSC or, if already installed, via adoupdate.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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