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st: lomackinlay updated

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

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