Stata ".ado" Files for Fixed-b Versions
of Stata Commands "newey", "xtscc", "test"
The following .zip file contains the ".ado" files. Read the “readme.txt” file first.
Gauss Programs for Robust Trend Inference
The following .zip file contains gauss code (.g programs) used for the empirical application in Vogelsang and Nawaz (2017, Journal of Time Series Analysis)
trend-ratio-empirical-tables.zip
The following .zip file contains gauss code (.g programs), data, and an application paper (Fomby and Vogelsang, 2002, Journal of Climate) that uses the trend tests of Vogelsang (1998, Econometrica)
The following .zip file contains gauss code (.g programs) and data for the trend tests of Bunzel and Vogelsang (2005, Journal of Business and Economics Statistics)
The following .zip file contains gauss code (.g programs) and data used in Vogelsang and Franses (2005, Journal of Econometrics)
The following .zip file contains gauss code (.g programs) that applies the trend break tests in Sayginsoy and Vogelsang (2011, Econometric Theory)