NONPARAUNITROOT: Shazam routine to perform the non-parametric unit root test statistic developed by Breitung J.& Gourieroux C.,(1997), Journal of Econometrics, Vol.81(1), pp.7-27

Ibrahim Onour

Statistical Software Components from Boston College Department of Economics

Abstract: This routine performs the non-parametric unit root test statistic developed by Breitung J.& Gourieroux C.,(1997), Journal of Econometrics, Vol.81(1), pp.7-27.

Language: Shazam
Requires: Shazam
Keywords: unit root; nonparametric (search for similar items in EconPapers)
Date: 2012-02-20
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/u/unitrootnonparametric.txt program file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:shz00001

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().