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st: -lomackinlay- updated

From   Kit Baum <>
Subject   st: -lomackinlay- updated
Date   Wed, 14 Nov 2007 15:41:29 -0500

The -lomackinlay- routine (Lo-Mackinlay overlapping variance ratio tests) has been updated to correct an error in the computation of the statistic under heteroskedastic disturbances. The updated routine is available from -ssc- and -adoupdate-.


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

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