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Re: st: Bai Perron Test


From   Purba Roy Choudhury <purbarc.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bai Perron Test
Date   Fri, 9 Sep 2011 14:50:30 +0530

Partho,
Thanks....Have you cariied out the Bai Perron test In R? Actually I
have no idea about R...
Thanks again,
Purba
On 9/7/11, Partho Sarkar <partho.ss@gmail.com> wrote:
> Purba, this question has been answered (in the negative, I am sorry to
> say!) here:
>
> http://www.stata.com/statalist/archive/2005-12/msg00625.html
>
> I don't think the situation has changed since then.  Even Eviews 7
> does not have this yet (see
> http://forums.eviews.com/viewtopic.php?f=8&t=1946 )
>
> But you can implement it in R: see
> http://statmath.wu.ac.at/~zeileis/papers/Zeileis+Kleiber+Kraemer-2003.pdf
>
>
> Best regards,
>
> Partha S. Sarkar
>
> Purba Roy Choudhury <purbarc.stata@gmail.com>
> Subject           st: Bai Perron Test
> Date      Wed, 7 Sep 2011 11:03:44 +0530
>
> I am working on India'S GDP data... How can I conduct a Bai Perron
> test with the help of Stata?
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