Detecting bubbles. PSY method (Generalized sup ADF)

[Ignacio Guzman]

Hello. Does anyone know how to perform these tests for the detection of bubbles in STATA?

http://cowles.yale.edu/sites/default.../d19/d1914.pdf

There is already an add-in for E-Views. I wondered if there is an specific command in STATA.

Thank you.

[Christian Vienna]

Hi!

I would second that request. Is there a way to do GSADF (Generalised sup augmented dickey-fuller) tests in stata?

regards,
Christian