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st: update to -nharvey-
The -nharvey- (Nyblom-Harvey) panel unit root test of Baum and
Bornhorst has been updated to correct an error in the computation of
the matrix partial sum process, helpfully identified by Nina Jones,
who graciously benchmarked the corrected code against her MATLAB
code. The updated routine remains a Stata 7+ routine (crying out for
Mata-izing!) and is available from SSC or -adoupdate-.
Kit
Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html
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