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st: Vuong test statistics

From   Olfa Maalaoui <[email protected]>
To   [email protected]
Subject   st: Vuong test statistics
Date   Fri, 29 Aug 2008 00:36:32 -0400 (EDT)

Dear all,
I need to perfom the Vuong (1989) test to compare two multivariate
regressions (models) using stata (non nested test statistic). Do you have
any knowledge on whether the test is implmented in Stata (besides zip and
zinb) or any other software.

Thank you very much for your help.

Olfa Maalaoui, PhD Candidate, Finance Department
Canada Research Chair in Risk Management
HEC Montreal
3000, chemin de laC�te-Sainte-Catherine
Montr�al (Quebec) H3T2A7
Office : 4.457
Phone  : (514) 340-5666
Fax    : (514) 340-5019

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