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st: lomackinlay updated


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: lomackinlay updated
Date   Fri, 9 Nov 2007 15:20:39 -0500

An error was brought to my attention in the -lomackinlay- routine (Lo- MacKinlay variance ratio test) by Brian Fryd. I am grateful for his analysis and suggested correction. The routine has also been made byable (it could previously be applied to a single panel of a longitudinal dataset). The updated routine 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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