*! tc_adlbo.ado -- ADL-BO (Li & Lee 2010) program define tc_adlbo, rclass version 14 syntax varlist(min=2 numeric) [if] [in] [, MAXLag(integer 4) TRIM(real 0.15) NGrid(integer 200) CASE(string)] if "`case'" == "" local case "c" gettoken depvar indepvars : varlist marksample touse _tc_load tempname stat thr cv mata: tc_run_adlbo("`depvar'", "`indepvars'", "`touse'", `maxlag', `trim', `ngrid', "`case'", "`stat'", "`thr'", "`cv'") di di as text "{hline 72}" di as result " ADL-BO test (Li & Lee 2010)" di as text "{hline 72}" di as text " sup-Wald statistic : " as result %10.4f scalar(`stat') di as text " Threshold : " as result %10.4f scalar(`thr') di as text " Critical (1% / 5% / 10%) : " as result %8.3f el(`cv',1,1) " " %8.3f el(`cv',1,2) " " %8.3f el(`cv',1,3) di as text "{hline 72}" return scalar sup_wald = scalar(`stat') return matrix cv = `cv' return local cmd "tc_adlbo" end