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st: roblpr update
The roblpr routine (Robinson log-periodogram regression estimator) of
Baum and Wiggins, originally published in STB-57, has been updated to
Stata 8.2. The new version may be applied to a single timeseries of a
panel or to all series of a panel using the by prefix.
The revised routine is available from SSC or, if already installed,
via adoupdate.
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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