Hi All,

I would like to test for unit root for a series that is bounded, i.e., a series which lies between two bounds. Cavaliere and Xu (2014) propose a unit root test that is valid in such cases. I would like to know if there is any Stata command that would allow me to perform the simulation-based test proposed by Cavaliere and Xu (2014) or any other test that is valid for a bounded series.

Any help in this regard would be highly appreciated.

Thanks in advance.

Elizabeth N