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st: Size and power simulations

From   "Pär Sjölander" <>
To   <>
Subject   st: Size and power simulations
Date   Tue, 07 Mar 2006 14:33:27 +0100

Dear all, 
I have plans to swich software to STATA since I am impressed by all the
canned routines. However, to get a jump start I would appreciate if
someone would send me a finished simulation projekt made in STATA.

I am planning to write a simulation projekt in STATA where I calculate
the statistical SIZE and POWER. I would really appreciate if I could
look at previous simulation code to save some time. E.g. a simple
program for testing the size and power of a unit root test would be a
good start, and then I could change the code for my purposes. I would
also appreciate if someone would send me code for putting these power
calculations into nice tables, so that when e.g. the ADF coefficient is
1 (size), 0.9 (power), 0.8 (power), 0.7 (power),... everyting is put
into nice tables.

I would really appreciate your help!

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