Details about Jesus Otero

E-mail:
Homepage:	http://www.urosario.edu.co/Profesores/Listado-de-profesores/O/Otero-Cardona-Jesus/
Phone:	(+57 1) 297 02 00 Ext. 661
Postal address:	Facultad de Economia Universidad del Rosario Calle 14 No. 4-69 Bogota COLOMBIA
Workplace:	Facultad de Economía (Department of Economics), Universidad del Rosario (University of Rosario), (more information at EDIRC)

Access statistics for papers by Jesus Otero.

Last updated 2019-04-10. Update your information in the RePEc Author Service.

Short-id: pot11

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Jump to Journal Articles Software Items

Working Papers

2020

1. Unit root tests for explosive behaviour
   London Stata Conference 2020, Stata Users Group

2019

2. Rigidities and adjustments of daily prices to costs: Evidence from supermarket data
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

2018

3. Early Career Research Production in Economics: Does Mentoring Matter?
   IZA Discussion Papers, Institute of Labor Economics (IZA)
4. Implementing the Leybourne-Taylor test for seasonal unit roots in Stata
   London Stata Conference 2018, Stata Users Group
5. Property Heterogeneity and Convergence Club Formation among Local House Prices
   Working Paper series, Rimini Centre for Economic Analysis
   See also Journal Article in Journal of Housing Economics (2019)

2017

6. Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
   2017 Stata Conference, Stata Users Group
   Also in United Kingdom Stata Users' Group Meetings 2017, Stata Users Group (2017)

2016

7. Climbing the property ladder: An analysis of market integration in London property prices
   Working Paper series, Rimini Centre for Economic Analysis View citations (6)

2015

8. A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market
   Working Paper series, Rimini Centre for Economic Analysis View citations (4)
   See also Journal Article in The Journal of Real Estate Finance and Economics (2017)
9. A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility
   Working Papers in Economics, University of Waikato View citations (1)
10. Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association
    See also Journal Article in The Energy Journal (2017)
11. Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks
    Working Papers in Economics, University of Waikato View citations (9)
    See also Journal Article in Economic Modelling (2015)
12. The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article in The North American Journal of Economics and Finance (2015)

2013

13. A Note on the Extent of US Regional Income Convergence
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2013) View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2014)
14. Modelling the Behaviour of Unemployment Rates in the US over Time and across Space
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2013)
15. The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach
    87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK, Agricultural Economics Society View citations (3)
    See also Journal Article in Portuguese Economic Journal (2013)

2012

16. A spatio-temporal analysis of agricultural prices: An application to Colombian data
    Borradores de Economia, Banco de la Republica de Colombia
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012)
    See also Journal Article in Agribusiness (2013)
17. On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2012)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012)
    See also Journal Article in Energy Economics (2013)
18. Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach
    Borradores de Economia, Banco de la Republica de Colombia
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012)
    See also Journal Article in Economics Letters (2013)

2011

19. An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach
    Documentos de Trabajo, Universidad del Rosario
20. Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (32)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (31)
    See also Journal Article in Economic Modelling (2011)
21. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
    See also Journal Article in Open Economies Review (2012)
22. Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (7)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (7)
    Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (8)
    See also Journal Article in Journal of Asian Economics (2011)

2010

23. On the Stationarity of Current Account Deficits in the European Union
    Working Paper series, Rimini Centre for Economic Analysis View citations (14)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (5)
    See also Journal Article in Review of International Economics (2010)
24. The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009)
    See also Journal Article in International Review of Economics & Finance (2011)

2009

25. ARE EU BUDGET DEFICITS STATIONARY?
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article in Empirical Economics (2010)
26. Statistical inference for testing gini coefficients: an application for Colombia
    Documentos de Trabajo, Universidad del Rosario
    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2010)

2008

27. An estimation of the pattern of diffusion of mobile phones: the case of Colombia
    Documentos de Trabajo, Universidad del Rosario View citations (10)
    See also Journal Article in Telecommunications Policy
28. Are EU budgets stationary?
    Discussion Paper Series, Department of Economics, University of Macedonia
29. Modeling the monetary policy reaction function of the colombian central bank
    Documentos de Trabajo, Universidad del Rosario View citations (1)
    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2009)
30. Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008)
31. Testing the law of one price in food markets: evidence for Colombia using disaggregated data
    Documentos de Trabajo, Universidad del Rosario
    See also Journal Article in Empirical Economics (2011)

2007

32. Are EU budget deficits sustainable?
    Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
33. On The Sustainability of the EU’s Current Account Deficits
    Discussion Paper Series, Department of Economics, Loughborough University
34. Pricing behaviour under competition in the UK electricity supply industry
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)
    See also Journal Article in Oxford Economic Papers (2010)
35. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)
    See also Journal Article in Economics Letters (2007)

2006

36. Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
    Economic Research Papers, University of Warwick - Department of Economics View citations (3)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006) View citations (14)
37. Testing for stock market integration in a developing economy: Colombia
    Documentos de Trabajo, Universidad del Rosario
    See also Journal Article in Applied Financial Economics Letters (2007)
38. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006)
    See also Journal Article in Economics Letters (2008)

2004

39. Testing for Seasonal Unit Roots in Heterogeneous Panels
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    Also in Economic Research Papers, University of Warwick - Department of Economics (2004)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (1)
    See also Journal Article in Economics Letters (2005)

2003

40. The KPSS Test with Outliers
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2003) View citations (1)
    See also Journal Article in Computational Economics (2007)

2002

41. ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2002) View citations (2)
    See also Journal Article in Applied Economics Letters (2003)
42. On the determinants of the inflation rate in Colombia: a disequilibrium market approach
    Borradores de Investigación, Universidad del Rosario View citations (2)
43. On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Borradores de Investigación, Universidad del Rosario (2001)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)
44. Seasonal adjustment and cointegration
    Borradores de Investigación, Universidad del Rosario View citations (1)

2001

45. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    Borradores de Investigación, Universidad del Rosario
    See also Journal Article in International Journal of Finance & Economics (2004)
46. Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    Also in Borradores de Investigación, Universidad del Rosario (2000) View citations (1)
    See also Journal Article in Economic Modelling (2003)

2000

47. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)
    Borradores de Investigación, Universidad del Rosario

1999

48. IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1999)

1998

49. MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998) View citations (3)

1996

50. The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (4)
    Also in Economic Research Papers, University of Warwick - Department of Economics (1966)

1995

51. Structural Breaks and Seasonal Integration
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1995) View citations (1)
    See also Journal Article in Economics Letters (1997)

Journal Articles

2019

1. Property heterogeneity and convergence club formation among local house prices
   Journal of Housing Economics, 2019, 43, (C), 1-13 View citations (4)
   See also Working Paper (2018)

2018

2. Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach
   Economic Modelling, 2018, 72, (C), 190-201
3. Unit-root tests based on forward and reverse Dickey–Fuller regressions
   Stata Journal, 2018, 18, (1), 22-28

2017

4. A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market
   The Journal of Real Estate Finance and Economics, 2017, 54, (1), 1-16 View citations (5)
   See also Working Paper (2015)
5. Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology
   The Energy Journal, 2017, Volume 38, (Number 2) View citations (2)
   See also Working Paper (2015)
6. Investigating diesel market integration in France: Evidence from micro data
   Energy Economics, 2017, 63, (C), 314-321 View citations (2)
7. Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models
   Stata Journal, 2017, 17, (3), 704-722 View citations (2)
8. Response surface models for the Elliott, Rothenberg, and Stock unit-root test
   Stata Journal, 2017, 17, (4), 985-1002 View citations (1)
9. Testing for spatial market integration: evidence for Colombia using a pairwise approach
   Agricultural Economics, 2017, 48, (6), 743-753 View citations (1)

2016

10. A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility
    Empirical Economics, 2016, 50, (2), 279-297 View citations (1)
11. On financial liberalization and long-run risk sharing
    International Economics, 2016, 148, (C), 31-40
    Also in International Economics, 2016, (148), 31-40 (2016)

2015

12. A pair-wise analysis of the law of one price: Evidence from the crude oil market
    Economics Letters, 2015, 129, (C), 39-41 View citations (4)
13. Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks
    Economic Modelling, 2015, 49, (C), 270-277 View citations (9)
    See also Working Paper (2015)
14. The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 301-313
    See also Working Paper (2015)

2014

15. A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (7), 1635-1655
    See also Working Paper (2013)
16. Crude oil price differentials, product heterogeneity and institutional arrangements
    Energy Economics, 2014, 46, (S1), S28-S32 View citations (6)
17. Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup
    International Review of Economics & Finance, 2014, 33, (C), 1-11 View citations (6)

2013

18. A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data
    Agribusiness, 2013, 29, (4), 497-508
    See also Working Paper (2012)
19. Modelling the behaviour of unemployment rates in the US over time and across space
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (22), 5711-5722 View citations (2)
    See also Working Paper (2013)
20. On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach
    Energy Economics, 2013, 36, (C), 503-510 View citations (11)
    See also Working Paper (2012)
21. Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
    Computational Economics, 2013, 41, (1), 1-9 View citations (8)
22. Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach
    Economics Letters, 2013, 118, (1), 29-32 View citations (2)
    See also Working Paper (2012)
23. The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach
    Portuguese Economic Journal, 2013, 12, (1), 35-56 View citations (3)
    See also Working Paper (2013)

2012

24. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks
    Open Economies Review, 2012, 23, (5), 767-783 View citations (3)
    See also Working Paper (2011)
25. Response surface models for the Leybourne unit root tests and lag order dependence
    Computational Statistics, 2012, 27, (3), 473-486 View citations (14)

2011

26. Investigating regional house price convergence in the United States: Evidence from a pair-wise approach
    Economic Modelling, 2011, 28, (6), 2369-2376 View citations (29)
    See also Working Paper (2011)
27. Real interest parity: A note on Asian countries using panel stationarity tests
    Journal of Asian Economics, 2011, 22, (6), 550-557 View citations (5)
    See also Working Paper (2011)
28. Testing the law of one price in food markets: evidence for Colombia using disaggregated data
    Empirical Economics, 2011, 40, (2), 269-284 View citations (3)
    See also Working Paper (2008)
29. The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
    International Review of Economics & Finance, 2011, 20, (4), 679-689 View citations (10)
    See also Working Paper (2010)

2010

30. Are EU budget deficits stationary?
    Empirical Economics, 2010, 38, (3), 767-778 View citations (13)
    See also Working Paper (2009)
31. On the Stationarity of Current Account Deficits in the European Union
    Review of International Economics, 2010, 18, (4), 730-740 View citations (12)
    See also Working Paper (2010)
32. Pricing behaviour under competition in the UK electricity supply industry
    Oxford Economic Papers, 2010, 62, (3), 478-503 View citations (18)
    See also Working Paper (2007)
33. Statistical Inference for Testing Gini Coefficients: An Application for Colombia
    Revista ESPE - Ensayos sobre Política Económica, 2010, 28, (62), 226-238
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2010, 28, (62), 226-238 (2010)
    See also Working Paper (2009)

2009

34. Modelling the monetary policy reaction function of the Colombian Central Bank
    Macroeconomics and Finance in Emerging Market Economies, 2009, 2, (1), 3-11
    See also Working Paper (2008)

2008

35. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    Economics Letters, 2008, 101, (3), 188-192 View citations (2)
    See also Working Paper (2006)

2007

36. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    Economics Letters, 2007, 97, (2), 179-184 View citations (2)
    See also Working Paper (2007)
37. Testing for stock market integration in a developing economy: Colombia
    Applied Financial Economics Letters, 2007, 3, (4), 231-236 View citations (2)
    See also Working Paper (2006)
38. The KPSS Test with Outliers
    Computational Economics, 2007, 29, (3), 423-423
    Also in Computational Economics, 2005, 26, (3), 59-67 (2005) View citations (5)
    See also Working Paper (2003)

2006

39. Inflation before and after central bank independence: The case of Colombia
    Journal of Development Economics, 2006, 79, (1), 168-182 View citations (12)

2005

40. Testing for seasonal unit roots in heterogeneous panels
    Economics Letters, 2005, 86, (2), 229-235 View citations (9)
    See also Working Paper (2004)

2004

41. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    International Journal of Finance & Economics, 2004, 9, (3), 277-288 View citations (11)
    See also Working Paper (2001)
42. Trade Shocks and Developing Countries (Clarendon Press, Oxford, 1999): Paul Collier, Jan Willem Gunning and Associates. Volume 2: Asia and Latin America, pp. ix+360. ISBN 0-19-829463-8
    Journal of Development Economics, 2004, 73, (1), 479-484

2003

43. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
    Economic Modelling, 2003, 20, (1), 165-179 View citations (2)
    See also Working Paper (2001)
44. On the dynamics of unemployment in a developing economy: Colombia
    Applied Economics Letters, 2003, 10, (14), 895-898 View citations (7)
    See also Working Paper (2002)

2002

45. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 1-21 View citations (5)
    See also Working Paper (2002)
46. Smooth transition vector error correction models for the spot prices of coffee
    Applied Economics Letters, 2002, 9, (14), 925-928 View citations (8)
47. The timing of tariff structure changes in regulated industries: evidence from England and Wales
    Structural Change and Economic Dynamics, 2002, 13, (1), 71-99 View citations (3)

2001

48. Coffee export booms and monetary disequilibrium: some evidence for Colombia
    Applied Economics, 2001, 33, (2), 267-276 View citations (6)
49. Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2
    Journal of Economics and Business, 2001, 53, (2-3), 209-223 View citations (2)
50. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641 View citations (10)
51. Price Discrimination, Regulation and Entry in the UK Residential Electricity Market
    Bulletin of Economic Research, 2001, 53, (3), 161-75 View citations (10)

2000

52. Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections
    Journal of Development Economics, 2000, 62, (1), 105-129 View citations (4)
53. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
    Economics Letters, 2000, 67, (1), 5-9 View citations (34)

1999

54. The real exchange rate in Colombia: an analysis using multivariate cointegration
    Applied Economics, 1999, 31, (5), 661-671 View citations (6)

1997

55. Los determinantes de la tasa de cambio real en Colombia
    Coyuntura Económica, 1997 View citations (4)
56. Structural breaks and seasonal integration
    Economics Letters, 1997, 56, (1), 13-19 View citations (17)
    See also Working Paper (1995)

Undated

57. An estimation of the pattern of diffusion of mobile phones: The case of Colombia
    Telecommunications Policy, 33, (10-11), 611-620 View citations (2)
    See also Working Paper (2008)

Software Items

2020

1. BAING: Stata module to determine and estimate the number of common factors following Bai and Ng
   Statistical Software Components, Boston College Department of Economics
2. OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression
   Statistical Software Components, Boston College Department of Economics
3. RADF: Stata module to calculate unit root tests for explosive behaviour
   Statistical Software Components, Boston College Department of Economics

2018

4. ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values
   Statistical Software Components, Boston College Department of Economics
5. ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values
   Statistical Software Components, Boston College Department of Economics
6. KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values
   Statistical Software Components, Boston College Department of Economics
7. KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values
   Statistical Software Components, Boston College Department of Economics