Is there any command that can do the BSADF test?
Relevant papers Phillips et.al(PWY,2011),Phillips et.al(PSY,2015a,2015b),Phillips and Shi(2018).
Phillips, P. C. B., S. Shi, and J. Yu. 2015a. Testing for multiple bubbles: Historical episodes of exuberance and
collapse in the S&P 500. International Economic Review 56:1043–78.
———. 2015b. Testing for multiple bubbles: Limit theory of real-time detectors. International Economic Review
56:1079–134.
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