UNITROOTBREAK—Unit root tests with breaks

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

UNITROOTBREAK—Unit root tests with breaks

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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.

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Last bumped by TomDoan on Mon Dec 30, 2024 9:31 am.
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