When attempting to use the multiple break unit root tests of
Clemente-Montanes-Reyes (see -ssc desc clemao_io-) in Stata 9, I only
get a red "invalid syntax" message. I have reinstalled the programs
and found that they will run under Stata 8 but not Stata 9 on my
machine. Can anyone else confirm? Unfortunately, I don't know Stata
programming well enough (yet) to determine exactly what might be
causing the error. Thanks in advance for any assistance.