Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Cointegration tests with structurals breaks


From   Helene Kamgnia <shirleyna2000@yahoo.fr>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Cointegration tests with structurals breaks
Date   Sat, 9 Jul 2011 18:28:40 +0100 (BST)

Hi,
I have two problems with times series in stata:

firstly i want to perform an cointegration test with structurals breaks in stata: Hansen Test

secondly i want to know if it possible to do an error correction model (like Hendry's model) with structural breaks;
if yes, i want to know how i should do this in stata.

Please can someone help me.

Thank's

 
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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index