The time series library contains a program for performing the Hansen test, to determine whether the regression coefficients in a time series regression are stable. It was written for an earlier version of Stata. When I use it I receive an error message, "invalid 'and'", even though the letters "and" do not appear in the syntax. Has someone written a file that will perform the Hansen test (or the CUMSUMSQ test) that will work with version 7? David Greenberg, Sociology Department, New York University.
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