CAMACHO_JEL2011: RATS programm to replicate Camacho's JEL 2011 paper on unit root test in presence of Markov Switching

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Camacho(2011), "Markov-switching models and the unit root hypothesis in real U.S. GDP", Economics Letters, vol. 112, 161-164

Language: RATS
Requires: RATS 9.20
Keywords: Switching models; Unit root (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/camacho_jel2011.zip (application/zip)

Related works:
Journal Article: Markov-switching models and the unit root hypothesis in real US GDP (2011)
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