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RATS programs to replicate Papell and Prodan one and two break unit root tests

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication for Papell and Prodan(2006), "Additional Evidence of Long Run Purchasing Power Parity with Restricted Structural Change",Journal of Money, Credit and Banking, vol. 38, no 5, 1329-1349. This demonstrates the PERRONBREAKS procedure for one or more breaks in a unit root test.

Language: RATS
Requires: RATS 8.00
Keywords: Unit; root; test; with; structural; 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/papellprodan_jmcb2006.zip (application/zip)

Related works:
Journal Article: Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change (2006) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00130

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Handle: RePEc:boc:bocode:rtz00130