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st: Perron Tests in Stata?


From   Jayson Whitehorn <[email protected]>
To   [email protected]
Subject   st: Perron Tests in Stata?
Date   Mon, 19 Dec 2005 18:32:57 -0600

In the 10 months I have been a member of Statalist I have seen 3 posts asking for assistance in regards to the Ng-Perron and/or Bai- Perron tests. I have not found a reply to any of these requests in the archive.

Is it possible to do either/both of the tests in Stata?

Any assistance would be appreciated.

Thanks!

~jay


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