st: gphudak update

The gphudak (Geweke / Porter-Hudak) log periodogram regression routine of Baum and Wiggins, originally published in STB-57, has been updated to Stata 8.2. The routine now may be applied to a single timeseries of a panel, or to all timeseries of a panel using the by prefix. The updated 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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