A new unit root test with two structural breaks in level and slope at unknown time
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- Narayan, Paresh & Popp, Stephan, 2009. "A new unit root test with two structural breaks in level and slope at unknown time," Working Papers eco_2009_11, Deakin University, Department of Economics.
References listed on IDEAS
- Junsoo Lee & Mark C. Strazicich, 2013.
"Minimum LM unit root test with one structural break,"
AccessEcon, vol. 33(4), pages 2483-2492.
- Junsoo Lee & Mark C. Strazicich, 2004. "Minimum LM Unit Root Test with One Structural Break," Working Papers 04-17, Department of Economics, Appalachian State University.
- Tom Doan, "undated". "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components RTS00112, Boston College Department of Economics.
More about this item
Keywordsunit root test; multiple structural breaks; break date estimation; Monte Carlo simulations; US macroeconomic variables;
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