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LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Implements the Lumsdaine-Papell unit root test, allowing for two breaks in the intercept, the trend or both at unknown locations. Lumsdaine and Papell(1997), "Multiple trend breaks and the unit root hypothesis", Review of Economics and Statistics, vol 79, 212-218.

Suggested Citation

  • Tom Doan, "undated". "LPUNIT: RATS procedure to implement Lumsdaine-Papell unit root test with structural breaks," Statistical Software Components RTS00110, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00110
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/lpunit.src
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    Keywords

    Unit root tests with breaks; RATS;

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