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From | 王国红 <wgh0216@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
Subject | st:structural break |
Date | Mon, 31 Dec 2012 12:33:08 +0800 |
Dear stata users: Andrews(1993) advanced sup-wald test, avg-wald test and exp-wald test to test structural break. But I am unware how to do these tests with stata. Can you tell me how to deal with this problem?Thanks! Kind regards Wang Guohong * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/