*! tc_bf.ado -- Balke-Fomby sup-Wald (1997) program define tc_bf, rclass version 14 syntax varlist(min=2 numeric) [if] [in] [, MAXLag(integer 4) TRIM(real 0.15) NGrid(integer 300)] gettoken depvar indepvars : varlist marksample touse _tc_load tempname supw thr lags gv gs mata: tc_run_bf("`depvar'", "`indepvars'", "`touse'", `maxlag', `trim', `ngrid', "`supw'", "`thr'", "`lags'", "`gv'", "`gs'") di di as text "{hline 72}" di as result " Balke-Fomby (1997) sup-Wald test" di as text "{hline 72}" di as text " sup-Wald statistic : " as result %10.4f scalar(`supw') di as text " Estimated threshold : " as result %10.4f scalar(`thr') di as text " Lags : " as result %10.0f scalar(`lags') di as text "{hline 72}" return scalar sup_wald = scalar(`supw') return matrix grid_values = `gv' return matrix grid_stats = `gs' return local cmd "tc_bf" end