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st: update to -nharvey-


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
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

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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