RATS programs to replicate Papell and Prodan one and two break unit root tests
AbstractReplication 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.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00130.
Programming language: RATS
Requires: RATS 8.00
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Other versions of this item:
- Papell, David H. & Prodan, Ruxandra, 2006. "Additional Evidence of Long-Run Purchasing Power Parity with Restricted Structural Change," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1329-1349, August.
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