FOURIERUR: Stata module for Flexible Fourier Form unit root and stationarity tests

Roudane, Merwan

FOURIERUR: Stata module for Flexible Fourier Form unit root and stationarity tests

Statistical Software Components from Boston College Department of Economics

Abstract: fourierur is the single main command of the fourierur package. It provides a unified interface to six Fourier-based unit root and stationarity tests that use a Flexible Fourier Form (FFF) to approximate unknown smooth structural breaks. With test(name) you pick one test to run; with test(all) (the default) it runs all six tests sequentially and prints a comparative summary. Each test can also still be called directly by name — see the links at the top of the help file.

Language: Stata
Requires: Stata version 14
Keywords: unit root; flexible Fourier form (search for similar items in EconPapers)
Date: 2026-05-24
Note: This module should be installed from within Stata by typing "ssc install fourierur". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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