EconPapers    
Economics at your fingertips  
 

CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks

Christopher F Baum ()

Statistical Software Components from Boston College Department of Economics

Abstract: These routines perform the two-break unit root tests described by Clemente, Montañés, Reyes (1998) and the simpler one-break tests of Perron and Vogelsang (1992). They model both the additive outlier (AO) scheme and the innovational outlier (IO) schemes. These tests may be applied to single time series within panels with the if qualifier or the by prefix.

Language: Stata
Requires: Stata version 8.2
Keywords: unit root; structural break; additive outlier; innovational outlier (search for similar items in EconPapers)
Date: 2004-07-14, Revised 2013-05-07
Note: This module should be installed from within Stata by typing "ssc install clemao_io". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/clemao1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemao1.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemao2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemao2.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemio1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemio1.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemio2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clemio2.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s444302

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().

 
Page updated 2014-09-20
Handle: RePEc:boc:bocode:s444302