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st: Lutkepohl forecast test for structural change in stata


From   yao2103@columbia.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Lutkepohl forecast test for structural change in stata
Date   Mon, 16 Apr 2012 09:38:19 -0400

Dear All


I wanted to ask whether there is already a code for Lutkepohl forecast test for structural change in stata.

Prediction Tests for Structural Stability, Journal of Econometrics, 39 (1988), 267-296.

Prediction Tests for Structural Stability of Multiple Time Series, Journal of Business & Economic Statistics, 7 (1989), 129-135.


Thank you.

Yaw
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