LEESTRA: Stata module to perform Lee-Strazicich unit root tests with one or two structural breaks

H. Ozan Eruygur

Statistical Software Components from Boston College Department of Economics

Abstract: leestra performs the Lee-Strazicich minimum LM unit-root test on a time series. The test allows for up to two endogenously determined structural breaks under both the null and alternative hypotheses, in contrast to tests in the Perron tradition which assume no break under the null.

Language: Stata
Requires: Stata version 14
Keywords: unit root tests; structural breaks (search for similar items in EconPapers)
Date: 2026-04-30
Note: This module should be installed from within Stata by typing "ssc install leestra". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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http://fmwww.bc.edu/repec/bocode/l/leestra.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/leestra.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/leestra_examples.txt help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rats_codes_with_outputs.txt help file (text/plain)

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