st: -lomackinlay- updated

The -lomackinlay- routine (Lo-Mackinlay overlapping variance ratio tests) has been updated to correct an error in the computation of the statistic under heteroskedastic disturbances. The updated routine is available from -ssc- and -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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