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Stata Technical Bulletin
STB-20
Also, as noted above, hausen calls tsfit to estimate the regression. As a consequence, the Stata time series library must
be installed in order to use hansen.
[See ip6 earlier in this issue for ɪnkmat. See ip6.1, also in this issue, for a discussion of this approach to matrix calculations. See sts7.3 above
for more information on the Stata time series library—Ed.]
References
Becketti, S. 1994. sts7: A library of time series programs for Stata. Stata Technical Bulletin 17: 30-32.
Becketti, S. and C. Morris. 1993. Reduced form evidence on the substitutability between bank and nonbank loans. Research Working Paper RWP 93-18.
Federal Reserve Bank of Kansas City.
Brown, R. L., J. Durbin, and J. M. Evans. 1975. Techniques for testing the constancy of regression relationships over time. Journal of the Royal
Statistical Society, Series B. 37: 149-192.
Chow, G. C. 1960. Tests of equality between sets of coefficients in two linear regressions. Econometrica 28: 591-605.
Cox, D. R. and D. V. Hinkley. 1974. Theoretical Statistics London: Chapman and Hall.
Hansen, B. E. 1992. Testing for parameter instability in linear models. Journal of Policy Modeling 14: 517-533.
Heinecke, K. 1994. ip6: Storing variables in vectors and matrices. Stata Technical Bulletin 20: 8-9.
Quandt, R. E. 1958. The estimation of the parameters of a linear regression system obeying two separate regimes. Journal of the American Statistical
Association 53: 873-880.
——. 1960. Tests of the hypothesis that a linear regression obeys two separate regimes. Journal of the American Statistical Association 55: 324-330.
Johansen, S. and K. Juselius. 1990. Maximum likelihood estimation and inference on cointegration-with applications to the demand for money. Oxford
Bulletin of Economics and Statistics 52: 169-210.
zz3.4 Computerized index for the STB
(Update)
William Gould, Stata Corporation, FAX 409-696-4601
The STBinformer is a computerized index to every article and program published in the STB. The command (and entire
syntax) to run the STBinformer is stb. Once the program is running, you can get complete instructions for searching the index
by typing ? for help or ?? for more detailed help.
The STBinformer appeared for the first time on the STB-16 distribution diskette and included indices for the first fifteen
issues of the STB. The STB-20 distribution diskette contains an updated version of the STBinformer that includes indices for the
first nineteen issues of the STB. As the original insert stated, I intend to include an updated copy of this computerized index on
every STB diskette. I encourage you to contact me with suggestions for changes and improvements in the program.
Reference
Gould W. 1993. Computerized index for the STB. Stata Technical Bulletin 16: 27-32.