Re : st: RE: Gregory and hansen test with stata

[Helene Kamgnia <shirleyna2000@yahoo.fr>]

Hi Peter,

i don't know the reference of -Gregory and Hansen test (1996)-

 
all that i know is that this is a cointegration test with structural breaks and please i want to know if it possible to perform this test in stata. 


Thank's
Regards


Hélène Shirley KAMGNIA
Étudiante MA
Université d'Auvergne-CERDI



----- Mail original -----
De : "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
À : "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Cc : 
Envoyé le : Dimanche 10 Juillet 2011 17h41
Objet : st: RE: Gregory and hansen test with stata

I can't help you, but the FAQ says you must give a reference to the test.  Most people aren't familiar with specific items (well, t-tests and regression are easy)

________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Helene Kamgnia [shirleyna2000@yahoo.fr]
Sent: Saturday, July 09, 2011 11:40 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Gregory and hansen test with stata

Hi,

I want to perform Gregory and hansen test (cointegration test of times series with structurals break) in stata

Please can someone help me to do this?
Thank's

Hélène Shirley KAMGNIA
Étudiante MA
Université d'Auvergne-CERDI


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