st: Programs for picking endogenously chosen trend breaks?

["Zhao, Herbert" <hzhao@albany.edu>]

Dear Statalisters,

I'm looking for a "canned Stata command" (i.e. probably a built in routine or one that someone has already written for Stata) that picks endogenously chosen trend breaks (through sequential testing, a la Vogelsang - the econometrician who is well known for this kind of structural break tests). A colleague of mine has to do many such tests and is hoping to find such a routine. 

Thanks,

--
Yongchen Zhao
Department of Economics
University at Albany, SUNY




*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/