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


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: Re : st: RE: Gregory and hansen test with stata
Date   Sun, 10 Jul 2011 18:09:19 +0100

. findit Gregory Hansen 

turns up nothing. So, my guess is that you can do it -- but you need to write the program yourself. 

Use -findit- in Stata to find sources of programs, official or user-written. 

Incidentally, you have now sent four versions of this question to Statalist in two days, so please now hold. You may well get a better answer than that above, but your question is now clear enough. 

Nick 
n.j.cox@durham.ac.uk 

Helene Kamgnia

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. 

De : "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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)

Behalf Of Helene Kamgnia [shirleyna2000@yahoo.fr]

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


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