Implements the generalized S tests from Magnusson and Mavroeidis (2014)'s "Identification using stability restrictions" for Stata. The tests use instability in the data generating process to generate additional moments, improving inference on the structural parameters of an economic model supposing that the parameters themselves are stable.
The command and the tests themselves are documented in the Stata Journal paper (co-written with Magnusson) included as the PDF file in this repository. The PDF file is not under the MIT License (copyright holder is the Stata Journal). The license only applies to the code itself.