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A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports

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  • Dimitrios Dadakas

Abstract

I present a SAS macro that allows the examination of stationarity under the presence of up to m, endogenously determined, structural breaks using the methodology presented by Kapetanios (2005). The computationally intensive grid-search procedure allows researchers with minimum programming skills to easily apply the macro to the scope of their research. I demonstrate the macro using EU28 exports of agri-food products, HS categories 1 through 24. The code prepares a report of the results in PDF format.

Suggested Citation

  • Dimitrios Dadakas, 2022. "A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 12(3), pages 275-283.
    • Handle: RePEc:ids:ijcome:v:12:y:2022:i:3:p:275-283
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