st: -lomackinlay- updated

From	Kit Baum <baum@bc.edu>
To	statalist@hsphsun2.harvard.edu
Subject	st: -lomackinlay- updated
Date	Wed, 14 Nov 2007 15:41:29 -0500

The -lomackinlay- routine (Lo-Mackinlay overlapping variance ratio tests) has been updated to correct an error in the computation of the statistic under heteroskedastic disturbances. The updated routine is available from -ssc- and -adoupdate-.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html

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