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st: lomodrs update

From   Kit Baum <>
Subject   st: lomodrs update
Date   Mon, 26 Jun 2006 11:03:48 -0400

The lomodrs (Lo modified rescaled-range test) routine of Baum and Room, originally published in STB-60, has been updated for Stata 8.2 syntax. It may now be applied to a single timeseries of a panel or all timeseries of a panel using the by: prefix. The routine is available from SSC. If you have previously installed it from SSC, you may use adoupdate to get the new version.

Kit Baum, Boston College Economics

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