fffuroot: Implementing in Stata unit-root and stationarity tests with smooth breaks approximated by flexible Fourier forms

Giovanni Bruno
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Giovanni Bruno: Università Bocconi

Italian Stata Users' Group Meetings 2025 from Stata Users Group

Abstract: This work describes the Stata implementation of unit-root and stationarity tests with flexible Fourier forms as in Enders and Lee (2012a), (2012b) and Becker, Enders, and Lee (2006).

Date: 2025-10-01
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