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st: kpss update
The kpss (Kwiatkowski, Phillips, Schmidt, Shin) stationarity test
routine, originally published in STB-57/STB-58, 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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