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st: Cointegration tests with structurals breaks
From
Helene Kamgnia <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Cointegration tests with structurals breaks
Date
Sat, 9 Jul 2011 18:28:40 +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
Hélène Shirley KAMGNIA
Étudiante MA
Université d'Auvergne-CERDI
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