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LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks


  • Tom Doan

    () (Estima)

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Implementation of Lee-Strazicich LM unit root tests with one or two structural breaks. Optionally, it can do more than two breaks. Lee and Strazicich(2004), "Minimum LM Unit Root Test with One Structural Break", Appalachian State University Working Paper Lee and Strazicich(2003), "Minimum LM Unit Root Test with Two Structural Breaks", Review of Economics and Statistics, vol 85, no. 4, 1082-1089.

Suggested Citation

  • 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.
  • Handle: RePEc:boc:bocode:rts00112
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    Unit root tests with breaks; RATS;

    JEL classification:

    • 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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