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st: update to -nharvey-

From   Kit Baum <>
Subject   st: update to -nharvey-
Date   Wed, 31 Oct 2007 11:27:28 -0400

The -nharvey- (Nyblom-Harvey) panel unit root test of Baum and Bornhorst has been updated to correct an error in the computation of the matrix partial sum process, helpfully identified by Nina Jones, who graciously benchmarked the corrected code against her MATLAB code. The updated routine remains a Stata 7+ routine (crying out for Mata-izing!) and is available from SSC or -adoupdate-.


Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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