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Re: st: Bai Perron Test


From   Partho Sarkar <[email protected]>
To   [email protected]
Subject   Re: st: Bai Perron Test
Date   Wed, 7 Sep 2011 15:14:20 +0530

Purba, this question has been answered (in the negative, I am sorry to
say!) here:

http://www.stata.com/statalist/archive/2005-12/msg00625.html

I don't think the situation has changed since then.  Even Eviews 7
does not have this yet (see
http://forums.eviews.com/viewtopic.php?f=8&t=1946 )

But you can implement it in R: see
http://statmath.wu.ac.at/~zeileis/papers/Zeileis+Kleiber+Kraemer-2003.pdf


Best regards,

Partha S. Sarkar

Purba Roy Choudhury <[email protected]>
Subject           st: Bai Perron Test
Date      Wed, 7 Sep 2011 11:03:44 +0530

I am working on India'S GDP data... How can I conduct a Bai Perron
test with the help of Stata?
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