go for -zandrews-
you can install it using -ssc install zandrews, force-
or before that check -finidit zandrews-
for more details please have a go through
Andrews, D., Zivot, E. 1992. Further evidence on the Great Crash, the
oil price shock, and
the unit-root hypothesis. Journal of Business and Economic Statistics
10, 251-70.
On Mon, Jul 4, 2011 at 6:34 AM, Helene Kamgnia <shirleyna2000@yahoo.fr> wrote:
> Hi,
>
> i would like to perform on stata test of unit roots under structural break based on two methods ( crash model and break-trend model)
>
> please can someone help me to do this? Thank's
>
> Best regards.
>
> Hélène Shirley KAMGNIA
> Étudiante MA
> Université d'Auvergne-CERDI
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Muhammad Anees
MSc & MS in Economics
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/