Hi all,
I would like to implement "Fourier Stationary (or unit root) Test" with an ESTAR or a LSTAR model like "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates*" and "International Output Convergence, Breaks, and Asymmetric Adjustment**" of Dimitris K. Christopoulos and Miguel A. Leon-Ledesma. Is there any rats codes for these papers?
*Journal of International Money and Finance Volume 29, Issue 6, October 2010, Pages 1076–1093
**Studies in Nonlinear Dynamics & Econometrics. Volume 15, Issue 3, May 2011, Pages 1-31