This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Gregorio Impavido () (The World Bank)

Additional information is available for the following registered author(s):

Abstract

nnest implements the J test (Davidson and MacKinnon, 1981) and the Cox-Pesaran-Deaton test (Cox 1961, 1962; Pesaran 1974; Pesaran and Deaton 1978) for non-nested models. This is version 2.0 of the software, which requires Stata 7.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://fmwww.bc.edu/repec/bocode/n/nnest.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/n/nnest.hlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S352502.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Size: 129 lines
Programming language: Stata
Requires: Stata version 7.0
Date of creation: 29 Jun 1998
Date of revision: 01 Aug 2001
Handle: RePEc:boc:bocode:s352502

Note: This module may be installed from within Stata by typing "ssc install nnest". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords:

Statistics
Access and download statistics

Did you know? No RePEc service, like IDEAS, charges for the use or the display of bibliographic data.

This page was last updated on 2009-12-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.