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st: code for variance ratio test


From   Richard J Stoll <stoll@rice.edu>
To   Stata listserv <statalist@hsphsun2.harvard.edu>
Subject   st: code for variance ratio test
Date   Wed, 25 Jan 2006 10:56:53 -0600 (CST)

I want to test to see if a data series is fractionally integrated.  As
part of this, I would like to perform a variance ratio test.  Has anyone
written the Stata code to conduct this test?

Thanks.
------------------------------------------------------------------------
Richard J. Stoll, Professor of Political Science and
Associate Dean of Social Sciences * Rice University
Dept. Political Science MS 24 * P.O. Box 1892 * Houston TX 77251-1892
E-mail: stoll@rice.edu * Tel: 713-348-3362 * FAX: 713-348-5273

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