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Re: st: Quandt command


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Quandt command
Date   Thu, 9 Aug 2012 20:43:44 +0100

You are asked to make explicit where user-written programs you refer
to come from. I guess this refers to

http://www.stata.com/users/becketti/tslib/quandt.ado

from 1994 and the answer appears to be that this does not calculate P-values.

Nick

On Thu, Aug 9, 2012 at 8:32 PM, Jordan Silberman
<[email protected]> wrote:

> Question about the -quandt- command. Does anyone know if it is
> possible to get p values associated with the lambda values that the
> command generates?
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