LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks

Tom Doan (tomd@estima.com)

Statistical Software Components from Boston College Department of Economics

Abstract: Implements the Lumsdaine-Papell unit root test, allowing for two breaks in the intercept, the trend or both at unknown locations. Lumsdaine and Papell(1997), "Multiple trend breaks and the unit root hypothesis", Review of Economics and Statistics, vol 79, 212-218.

Language: RATS
Requires: RATS 7.30
Keywords: Unit; root; tests; with; breaks (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/lpunit.src (text/plain)

Related works:
Journal Article: Multiple Trend Breaks And The Unit-Root Hypothesis (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00110

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