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st: Programs for picking endogenously chosen trend breaks?


From   "Zhao, Herbert" <hzhao@albany.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Programs for picking endogenously chosen trend breaks?
Date   Fri, 22 Mar 2013 14:18:13 +0000

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




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