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Re: st: Unit root test with structural breaks


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
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.

 Best,
 Artur
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?


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Richard Williams, Notre Dame Dept of Sociology
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