st: lomackinlay updated

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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