LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks
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Other versions of this item:
- 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.
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KeywordsUnit root tests with breaks; RATS;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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