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Re: st: Unit root test with structural breaks

From   Richard Williams <>
Subject   Re: st: Unit root test with structural breaks
Date   Tue, 01 Apr 2008 20:30:58 -0500

At 05:15 PM 4/1/2008, Tamazian, Artur wrote:
 Dear all,

 I am trying to perform Clemente, Montanes, Reyes (1998) test. While
-clemao1- and -clemio1- work for stata v9 it is not for v10. I wonder
if there is corrected version for v10.

The example from the help file seems to work:

webuse wpi1
clemao1 wpi
clemio1 D.wpi
clemao1 wpi, trim(0.10) graph
clemio1 wpi, maxlag(6) trim(0.10)

Is your version of Stata up to date?  If so, what error are you getting?

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu

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