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LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks


  • Tom Doan


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Implements the Lumsdaine-Papell unit root test, allowing for two breaks in the intercept, the trend or both at unknown locations. Lumsdaine and Papell(1997), "Multiple trend breaks and the unit root hypothesis", Review of Economics and Statistics, vol 79, 212-218.

Suggested Citation

  • Tom Doan, "undated". "LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks," Statistical Software Components RTS00110, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rts00110
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    Unit root tests with breaks; RATS;


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