CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks
These routines perform the two-break unit root tests described by Clemente, Montañés, Reyes (1998) and the simpler one-break tests of Perron and Vogelsang (1992). They model both the additive outlier (AO) scheme and the innovational outlier (IO) schemes. These tests may be applied to single time series within panels with the if qualifier or the by prefix.
|Requires:||Stata version 8.2|
|Date of creation:||14 Jul 2004|
|Date of revision:||31 Jul 2015|
|Note:||This module should be installed from within Stata by typing "ssc install clemao_io". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: |
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