SPUNIT—Schmidt-Phillips unit root test

Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
Post Reply
TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

SPUNIT—Schmidt-Phillips unit root test

Unread post by TomDoan »

spunit.src is a procedure for doing the Schmidt-Phillips(1992) LM unit root test.

Detailed description


Last bumped by TomDoan on Mon Mar 07, 2022 6:16 pm.
Top
Post Reply

Return to “RATS Procedures”