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genstest: (Stata) Implements hypothesis tests that exploit structural instability to improve inference on stable parameters.

The hypothesis tests (with example applications) and program are described in a Stata Journal article, Flynn and Magnusson. For the theory behind the tests, see Magnusson and Mavroeidis (2014): Identification using stability restrictions.

Latest version (3/11/2014): genstest.ado

This Page Last Updated: October 31, 2014