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KPSSBR: Stata module to implement KPSS unit root tests with up to 2 structural breaks

Author

Listed:
  • Ozan Eruygur

    (Ankara Haci Bayram Veli University)

Programming Language

Abstract

kpssbr implements the classic KPSS stationarity test of Kwiatkowski, Phillips, Schmidt and Shin (1992) and extends it to one and two unknown structural breaks via the procedures of Kurozumi (2002) and Carrion-i-Silvestre and Sanso (2007).

Suggested Citation

  • Ozan Eruygur, 2026. "KPSSBR: Stata module to implement KPSS unit root tests with up to 2 structural breaks," Statistical Software Components S459777, Boston College Department of Economics, revised 03 Jul 2026.
    • Handle: RePEc:boc:bocode:s459777
    Note: This module should be installed from within Stata by typing "ssc install kpssbr". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/k/kpssbr.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/k/kpssbr.sthlp
    File Function: help file
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