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st: Cointegration tests with structurals breaks

From   Helene Kamgnia <>
To   "" <>
Subject   st: Cointegration tests with structurals breaks
Date   Sat, 9 Jul 2011 18:28:40 +0100 (BST)

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.


Hélène Shirley KAMGNIA
Étudiante MA
Université d'Auvergne-CERDI

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