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| From | Helene Kamgnia <shirleyna2000@yahoo.fr> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: error correction models with structurals breaks |
| Date | Fri, 8 Jul 2011 20:18:09 +0100 (BST) |
Hi, I have two problems with times series in stata: firstly i want to perform an cointegration test with structurals breaks in stata: Hansen Test secondly i want to know if it possible to do an error correction model (like Hendry's model) with structural breaks; if yes, i want to know how i should do this in stata. Please can someone help me. Thank's Best Rgards Hélène Shirley KAMGNIA Étudiante MA Université d'Auvergne-CERDI * * 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/