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st: Programs for picking endogenously chosen trend breaks?
From
"Zhao, Herbert" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Programs for picking endogenously chosen trend breaks?
Date
Fri, 22 Mar 2013 14:18:13 +0000
Dear Statalisters,
I'm looking for a "canned Stata command" (i.e. probably a built in routine or one that someone has already written for Stata) that picks endogenously chosen trend breaks (through sequential testing, a la Vogelsang - the econometrician who is well known for this kind of structural break tests). A colleague of mine has to do many such tests and is hoping to find such a routine.
Thanks,
--
Yongchen Zhao
Department of Economics
University at Albany, SUNY
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