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Re : st: Cointegration tests with structurals breaks


From   Helene Kamgnia <shirleyna2000@yahoo.fr>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re : st: Cointegration tests with structurals breaks
Date   Sun, 10 Jul 2011 18:02:15 +0100 (BST)

Amir,

I have done a mistake it is not -Hansen test- but Gregrory and Hansen Test

It is a conintegration test with structural breaks.

is it possible to perform this test in stata?

Thank's

Regards
 
Hélène Shirley KAMGNIA
Étudiante MA
Université d'Auvergne-CERDI



----- Mail original -----
De : Amir Sariaslan <amir.sariaslan@gmail.com>
À : statalist@hsphsun2.harvard.edu
Cc : 
Envoyé le : Dimanche 10 Juillet 2011 15h55
Objet : Re: st: Cointegration tests with structurals breaks

Hélène,

Have you tried looking up relevant packages with -findit hansen-
and/or -findit error correction-?

Sincerely,
Amir

On Sat, Jul 9, 2011 at 7:28 PM, Helene Kamgnia <shirleyna2000@yahoo.fr> wrote:
> Hi,
> 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.
>
> Thank's
>
>
> Hélène Shirley KAMGNIA
> Étudiante MA
> Université d'Auvergne-CERDI
>
>
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