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Re: st: test of unit roots under structural break


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: test of unit roots under structural break
Date   Mon, 4 Jul 2011 12:46:29 +0500

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

*
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