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Re: st: Bai Perron Test
From
Partho Sarkar <[email protected]>
To
[email protected]
Subject
Re: st: Bai Perron Test
Date
Wed, 7 Sep 2011 15:14:20 +0530
Purba, this question has been answered (in the negative, I am sorry to
say!) here:
http://www.stata.com/statalist/archive/2005-12/msg00625.html
I don't think the situation has changed since then. Even Eviews 7
does not have this yet (see
http://forums.eviews.com/viewtopic.php?f=8&t=1946 )
But you can implement it in R: see
http://statmath.wu.ac.at/~zeileis/papers/Zeileis+Kleiber+Kraemer-2003.pdf
Best regards,
Partha S. Sarkar
Purba Roy Choudhury <[email protected]>
Subject st: Bai Perron Test
Date Wed, 7 Sep 2011 11:03:44 +0530
I am working on India'S GDP data... How can I conduct a Bai Perron
test with the help of Stata?
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