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| From | Amir Sariaslan <amir.sariaslan@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Cointegration tests with structurals breaks |
| Date | Sun, 10 Jul 2011 15:55:23 +0200 |
Hélène, Have you tried looking up relevant packages with -findit hansen- and/or -findit error correction-? Sincerely, Amir On Sat, Jul 9, 2011 at 7:28 PM, Helene Kamgnia <shirleyna2000@yahoo.fr> wrote: > 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 > > > * > * 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/ > * * 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/