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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


Author Info

  • Ibrahim Onour



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.

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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number SHZ00001.

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Programming language: Shazam
Requires: Shazam
Date of creation: 20 Feb 2012
Date of revision:
Handle: RePEc:boc:bocode:shz00001

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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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Related research

Keywords: unit root; nonparametric;


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