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Re: st: test for structural break in panel


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test for structural break in panel
Date   Thu, 18 Sep 2008 17:50:28 -0300

Thomas,

see Stata Journal 5, n1. "Stata: the language of choice for time
series analysis?" You will see that zandrews unit root test alowing
structural change and clemao_io may be applied to single time series
within panel data.

Perhaps can be useful to you.

Hope this helps,

Joao Lima


2008/9/18 Thomas <tpt21@cam.ac.uk>:
> Dear Statalisters,
>
> is there a way to search for a structural break in a panel data set?
>
> I found the following:
>
> http://www.stata.com/statalist/archive/2004-07/msg00075.html
>
> where I could re-run the analysis for all my years. But I am wondering
> whether there is a
> rolling option along the lines of:
>
> http://www.hsph.harvard.edu/cgi-bin/lwgate/STATALIST/archives/statalist.0707/date/article-556.html
>
> But I do not to get meaningful results when combining /rolling/ or
> /rolling2/ with /xtreg/.
>
> Where am I wrong?
>
> Thanks,
> Thomas
>
> --
> ________________________________
> Thomas Triebs
> email: tpt21@cam.ac.uk
>
> PhD Candidate
> Judge Business School
> University of Cambridge
>
> Member of the Electricity Policy
> Reseach Group
> www.electricitypolicy.org.uk
>
> *
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>



-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------
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