Hi,
I am looking for the Stata code of the Lee & Strazicich unit root test from the following paper if it is available.
Lee, J. and M. C. Strazicich (2003). "Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks". In: The Review of Economics and Statistics 85.4, pp. 1082-1089.
Or it would also work for me, the Kim & Perron unit root test.
Kim, D. & P. Perron (2009) Unit root tests allowing for a break in the trend function under both the null and alternative hypotheses. Journal of Econometrics 148, 1–13.
Thank you in advance,
Jesús
Related Posts with Codes of unit root tests with multiple structural break
Problem with calculating the cumulated frequency- Changing the color of kdensity line on top of histogram
- How would I apply a control function approach (CF)/Two-Stage Residual Inclusion (2SRI), when the first stage is an ordinal probit/logit?
- Panel Data Manipulation: Divide All By Group of Data
- Age in Months to the exact day?
Subscribe to:
Post Comments (Atom)
0 Response to Codes of unit root tests with multiple structural break
Post a Comment