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
Looping over folders with putexcel to modify state-specific tables in state-specific foldersHello, I am writing a .do file to create 20 tables for each U.S. state using data on state agencies…
Quantile Regression with Panel DataGood morning to everyone, I'm working on my thesis using a panel data and Stata 14.1. My panel embod…
Cannot get ipdfc to workI happened to come across a user written program which might be the solution to what I am attempting…
gravity model with missing values in covariatesDear all, I am estimating impact of tourism on trade. Nonetheless, I am missing tourism data for ce…
xtgee correlation structure, how to make sense of it in a clinical settingHi everyone, I read the previous threads on correlation structure for xtgee command, and was not ab…
Subscribe to:
Post Comments (Atom)
0 Response to Codes of unit root tests with multiple structural break
Post a Comment