From | "Vidya Mahambare" <[email protected]> |
To | <[email protected]> |
Subject | st: Structural Break tests |
Date | Tue, 19 Apr 2005 13:36:58 +0100 |
Hi All, I am trying to perform structural break tests. Are there Stata codes available for implementing structural break tests of Andrews (1993), Andrews & Ploberger (1994) or the Bai-Perron procedure? I am aware of zandrews module in Stata which calculates the Zivot-Andrews unit root test allowing for a break. Thanks, Vidya * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/
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