Stata programs @ marco-sunder.de

The following program packages are written for Stata.

If you want to use them, type

net from http://www.marco-sunder.de/stata

into the Stata command line and click on the links.

Feedback is welcome: marco.sunder[AT]googlemail.com

rego Decomposition of R-squared

armaspect Spectrum of an ARMA(p,q) process

varspect Spectrum of a VAR process

nardl Estimation of ECM with long-run and short-run asymmetric response

dfuller3 ADF unit root test test with automatic lag order selection

rego	Decomposition of R-squared
armaspect	Spectrum of an ARMA(p,q) process
varspect	Spectrum of a VAR process
nardl	Estimation of ECM with long-run and short-run asymmetric response
dfuller3	ADF unit root test test with automatic lag order selection