Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Test for multiple changes in persistence
From
Vitor Leone <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Test for multiple changes in persistence
Date
Tue, 18 Oct 2011 02:41:37 -0700 (PDT)
Hello everybody,
I am wondering if any of stata users have developed a function for testing multiple changes in persistence Leybourne et al. (2007) Studies in Nonlinear Dynamics & Econometrics.
Basically the test checks a time-series for diferrent I(0) and (1) regimes.
Many Thanks,
Victor Leone
*
* 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/