Mariano,
Brian Poi and I will have some software ready for release soon
that will model the structural breaks for you. It will be included
in the book that I am working on now on Forecasting Time Series with
Stata that is schedule to be published this summer.
Regards,
Robert Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University
home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
[email protected]
----- Original Message -----
From: Mariano Alvarez <[email protected]>
Date: Wednesday, February 15, 2006 1:52 pm
Subject: st: Structural break
> Hi everyone,
> I am trying to perform a code in order to identify structural
> breaks. Since
> I have a large panel with several countries, my intention is to
> write a code
> that allows me to identify structural breaks (without a prior
> knowledge of
> the possible breaks dates). I wonder if someone could tell me if
> there is a
> command that helps me. Thanks in advance,
>
> Mariano
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
