UNITROOTBREAK—Unit root tests with breaks
Posted: Mon Dec 30, 2024 9:31 am
UNITROOTBREAK.RPF is an example of unit root tests with breaks. This includes a standard Dickey-Fuller test (@DFUNIT) and three different testings procedures which allow for breaks: @LSUNIT (Lee-Strazicich), @LPUNIT (Lumsdaine-Papell) and @PERRONBREAKS.
Detailed description
Detailed description