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RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots


  • Tom Doan


Programming Language



Replicates Enders and Granger(1998), "Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates", JBES, vol 16, 304-11. The technical details of the program are described on pages 128 - 132 of Enders' "RATS Progamming Manual".

Suggested Citation

  • Tom Doan, "undated". "RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots," Statistical Software Components RTZ00054, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rtz00054
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    Threshold unit root test; RATS;


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