KPSSBR: Stata module to implement KPSS unit root tests with up to 2 structural breaks

H. Ozan Eruygur

Statistical Software Components from Boston College Department of Economics

Abstract: kpssbr implements the classic KPSS stationarity test of Kwiatkowski, Phillips, Schmidt and Shin (1992) and extends it to one and two unknown structural breaks via the procedures of Kurozumi (2002) and Carrion-i-Silvestre and Sanso (2007).

Language: Stata
Requires: Stata version 14
Keywords: structural breaks; KPSS test; unit root (search for similar items in EconPapers)
Date: 2026-07-02, Revised 2026-07-03
Note: This module should be installed from within Stata by typing "ssc install kpssbr". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kpssbr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/k/kpssbr.sthlp 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: https://EconPapers.repec.org/RePEc:boc:bocode:s459777

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 Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().