Hadri and Rao Panel Unit root Test
Posted: Sat Aug 29, 2015 5:27 pm
Hi Tom
I hope that this email meets you in good spirit and health. I recently came across a paper "EU MEMBERSHIP AND THE STATIONARITY OF BUDGET DEFICITS" during my search panel data models with structural breaks. In reading the paper i noticed that in the footnote on page 12 I noticed that the authors mentioned that the code provided by Professor Rao was modified to RATS.
I was wondering if by any chance you know of this code and if you do is it in the forum posts
I would be most grateful for any help you can extend in this regard.
Thanks Tom
I hope that this email meets you in good spirit and health. I recently came across a paper "EU MEMBERSHIP AND THE STATIONARITY OF BUDGET DEFICITS" during my search panel data models with structural breaks. In reading the paper i noticed that in the footnote on page 12 I noticed that the authors mentioned that the code provided by Professor Rao was modified to RATS.
I was wondering if by any chance you know of this code and if you do is it in the forum posts
I would be most grateful for any help you can extend in this regard.
Thanks Tom