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st: Lutkepohl forecast test for structural change in stata
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st: Lutkepohl forecast test for structural change in stata
Date
Mon, 16 Apr 2012 09:38:19 -0400
Dear All
I wanted to ask whether there is already a code for Lutkepohl
forecast test for structural change in stata.
Prediction Tests for Structural Stability, Journal of Econometrics, 39
(1988), 267-296.
Prediction Tests for Structural Stability of Multiple Time Series,
Journal of Business & Economic Statistics, 7 (1989), 129-135.
Thank you.
Yaw
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