On 17 Feb 2003 05:23:55 -0800, [EMAIL PROTECTED] wrote: > Hi > > Would someone please tell me how can I perform Ghysels -Hall test for > structural stability(GH test) and how it can be used in testing hypothesis > in non-linear regression. I will be grateful if someone direct me toward any > econometric software package or source code in this regard.
I never heard of it before, and I don't know what Euler conditions are [see the title of their paper]. When I google on < Ghysels Hall test statistics > , I see that there are a lot of irrelevant hits -- I didn't see any stat-package listing among the first 50, so that is bad news about that prospect. However, here is better news -- there's someone you can ask if you are not shy. Or if you get desperate after looking elsewhere. The very first listing was a web-page, just two days old, for Ghysels. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
