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st: Package -ghansen- updated on SSC

From   Jorge Eduardo Pérez Pérez <>
To   <>
Subject   st: Package -ghansen- updated on SSC
Date   Fri, 2 Sep 2011 14:51:01 -0400

Thanks to Christopher Baum, package -ghansen- has been updated on SSC.

To update, write -ssc install ghansen, replace- or -adoupdate ghansen,
update-. New users can install the package writing -ssc install

This version fixes a bug identfied by Muhammad Anees and Nick Cox that
affected users of Stata versions older than 11.


ghansen: Stata module to perform Gregory-Hansen test for cointegration
with regime shifts.

-ghansen- performs the Gregory-Hansen test for cointegration with
regime shifts (structural breaks) proposed in Gregory and Hansen
(1996). The test's null hypothesis is no cointegration against the
alternative of cointegration with a single shift at an unknown point
in time.
ghansen makes use of Mata and requires Stata 9.2.

Jorge Eduardo Pérez Pérez

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