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| From | Nick Cox <n.j.cox@durham.ac.uk> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Import Gauss code |
| Date | Wed, 29 Sep 2010 18:59:52 +0100 |
No shortcuts, sorry. It must be translated into Stata, Mata or C. On the last, see http://www.stata.com/plugins/ Nick n.j.cox@durham.ac.uk Sebastian Kruk I have a program written in Gauss and I would like to use it in Stata. It was developed by Pierre Perron. This GAUSS code contains an extensive program that allows: constructing estimates of parameters in models with multiple stuctural change (the main ingredient being a dynamic programming algorithm); estimating the number of breaks (using information criteria or sequential hypothesis testing); constructing confidence intervals (in particular for the estimated break dates); testing for structural changes (various methods including global and sequential). The program allows one to estimate pure as well as partial structural change models. It also provide options to allow for heterogeneity and/or serail correlation in the data and the errors across segments. The code is described in more detail in "Computation and Analysis of Multiple Structural Change Models," (with Jushan Bai), Journal of Applied Econometrics 18 (2003), 1-22. 2010/9/29 Anders Alexandersson <andersalex@gmail.com>: > If instead you really mean importing Gauss "code" as you wrote, there > is no automatic way that I know of but you would need to show the code > to get help. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/