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

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 3.1
Keywords: time series; parameter instability; Hansen; Windows filename problems (search for similar items in EconPapers)
Date: 2002-10-17
Note: This module may be installed from within Stata by typing "ssc install hansen2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/h/hansen2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hansen2.hlp help file (text/plain)

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