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RE: st: Import Gauss code


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Import Gauss code
Date   Wed, 29 Sep 2010 18:59:52 +0100

No shortcuts, sorry. It must be translated into Stata, Mata or C. 
On the last, see http://www.stata.com/plugins/

Nick 
n.j.cox@durham.ac.uk 

Sebastian Kruk

I have a program written in Gauss and I would like to use it in Stata.
It was developed by Pierre Perron. This GAUSS code contains an
extensive program that allows: constructing estimates of parameters in
models with multiple stuctural change (the main ingredient being a
dynamic programming algorithm); estimating the number of breaks (using
information criteria or sequential hypothesis testing); constructing
confidence intervals (in particular for the estimated break dates);
testing for structural changes (various methods including global and
sequential). The program allows one to estimate pure as well as
partial structural change models. It also provide options to allow for
heterogeneity and/or serail correlation in the data and the errors
across segments. The code is described in more detail in "Computation
and Analysis of Multiple Structural Change Models," (with Jushan Bai),
Journal of Applied Econometrics 18 (2003), 1-22.

2010/9/29 Anders Alexandersson <andersalex@gmail.com>:

> If instead you really mean importing Gauss "code" as you wrote, there
> is no automatic way that I know of but you would need to show the code
> to get help.

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