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HANSEN2: Stata module for Hansen's test for parameter instability

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Nicholas J. Cox () (Durham University)

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

Abstract

This is a minimally changed version of hansen [STB-23: sts7.5] with fixes to prevent problems under Windows whenever paths to temporary files contain spaces. Its use requires that the 'tslib' suite from STB be installed; findit hansen for details. These routines may not be fully compatible with recent versions of Stata.

Download Info
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File URL: http://fmwww.bc.edu/repec/bocode/h/hansen2.ado
File Format: text/plain
File Function: program code
Download Restriction: no
File URL: http://fmwww.bc.edu/repec/bocode/h/hansen2.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 S428601.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Size:
Programming language: Stata
Requires: Stata version 3.1
Date of creation: 17 Oct 2002
Date of revision:
Handle: RePEc:boc:bocode:s428601

Note: This module may be installed from within Stata by typing "ssc install hansen2". 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

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

Related research
Keywords: time series parameter instability Hansen Windows filename problems

Statistics
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This page was last updated on 2008-5-14.

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.