David Greenberg
>
> The time series library contains a program for performing
> the Hansen test, to determine whether the regression
> coefficients in a time series regression are stable. It was
> written for an earlier version of Stata. When I use it I
> receive an error message, "invalid 'and'", even though the
> letters "and" do not appear in the syntax. Has someone
> written a file that will perform the Hansen test (or the
> CUMSUMSQ test) that will work with version 7?
Just from this you can't be certain that
the problem lies with -hansen-. The
time series library programs call each
other to a high degree, and the problem
may lie elsewhere.
Nick
[email protected]
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