Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: error correction models with structurals breaks

From   Helene Kamgnia <>
To   "" <>
Subject   st: error correction models with structurals breaks
Date   Fri, 8 Jul 2011 20:18:09 +0100 (BST)

I have two problems with times series in stata:

firstly i want to perform an cointegration test with structurals breaks in stata: Hansen Test

secondly i want to know if it possible to do an error correction model (like Hendry's model) with structural breaks;
if yes, i want to know how i should do this in stata.

Please can someone help me.


Best Rgards

Hélène Shirley KAMGNIA
Étudiante MA
Université d'Auvergne-CERDI

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index