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on RALS-LM Unitroot test

Posted: Sun Sep 06, 2020 6:56 am
by ppanda9
Dear Tom and all researchers,
I am looking for the RATS code for RALS-LM unit root test. Can any one help me on this? The base paper fo rthis is avaialble at-https://ideas.repec.org/a/bpj/sndecm/v2 ... -45n6.html


Thanks and Regards
Pradiptarathi Panda

RALS-LM Unitroot test

Posted: Mon Sep 07, 2020 8:08 am
by TomDoan
It looks like Prof. Lee has that:

https://sites.google.com/site/junsoolee/codes