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RE: Re : st: RE: Gregory and hansen test with stata
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
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
[email protected]
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" <[email protected]>
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 [[email protected]]
I want to perform Gregory and hansen test (cointegration test of times series with structurals break) in stata
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