English, Article edition: HANSEN2: Stata module for Hansen's test for parameter instability Nicholas J. Cox

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Bookmark: http://trove.nla.gov.au/version/103265
Physical Description
  • code
Language
  • English

Edition details

Title
  • HANSEN2: Stata module for Hansen's test for parameter instability
Author
  • Nicholas J. Cox
Physical Description
  • code
Notes
  • 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.
  • time series, parameter instability, Hansen, Windows filename problems
  • RePEc:boc:bocode:s428601
Language
  • English
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