LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Implementation of Lee-Strazicich LM unit root tests with one or two structural breaks. Optionally, it can do more than two breaks. Lee and Strazicich(2004), "Minimum LM Unit Root Test with One Structural Break", Appalachian State University Working Paper Lee and Strazicich(2003), "Minimum LM Unit Root Test with Two Structural Breaks", Review of Economics and Statistics, vol 85, no. 4, 1082-1089.

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

Related works:
Working Paper: Minimum LM Unit Root Test with One Structural Break (2004)
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