Phillips et al Right Tailed Unit Root Tests
Posted: Sat Jun 28, 2014 9:17 am
Looking for RATS code for the Phillips et al right Tailed Unit Root tests for explosive bubbles. the WP is here cowles.econ.yale.edu/P/cd/d18a/d1843.pdf ; a Matlab code is available here https://sites.google.com/site/shupingsh ... ects=0&d=1 and there is a eviews addin also available. But RATS would be nicer