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? David Greenberg, Sociology Department, New York
University.
W.r.t. cusum or cusum2, please see my module -cusum6- (findit cusum6) which
was a hack of the original to deal with these syntax issues.
