LSunit add-in

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dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

LSunit add-in

Postby dakila » Mon Jan 08, 2018 5:04 pm

This thread is about LSunit add-in that perfoms Lee-Strazicich LM unit root tests with one or two endogenous structural breaks

Raph
Posts: 1
Joined: Fri Jan 26, 2018 8:10 am

Re: LSunit add-in

Postby Raph » Mon Jan 29, 2018 3:11 am

Hello,

Thank you for the add-in. Is there any equivalent of the "THIN" code in RATS to deal with big databases. Indeed, I have 4600 observations and it takes a really really long time to perform the test using lsunit add-in.

Thank you for your help

dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Mon Jan 29, 2018 4:30 am

Thanks for the good point. I will try to include the thin option soon.

max.caporin
Posts: 1
Joined: Tue Apr 10, 2018 9:59 am

Re: LSunit add-in

Postby max.caporin » Tue Apr 10, 2018 11:47 am

Many thanks for providing this useul add-in
I installed the add-in in my Eviews 9.5
When using the add-in with Model selection = Break and Break number = two (leaving all other settings o default values), I do obtain an Error Message stating "TEMP is not defined or is an illegal command."
Any idea on the reason for such an error?
Many thanks

Max

dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Wed Apr 11, 2018 7:59 pm

could you provide the data?

amdneto
Posts: 1
Joined: Sat May 19, 2018 10:36 am

Re: LSunit add-in

Postby amdneto » Sun May 20, 2018 9:29 am

Dear all,

I have also encoutered the same problem when I tried to test for the presence of unit roots under the Break model, two breaks:

"TEMP is not defined or is an illegal command".

I would very much appreacite it if I could get some help.

Thanks!

dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Tue May 22, 2018 5:44 pm

The bug is fixed. Please update the add-in.

kokon1
Posts: 4
Joined: Sat Jan 13, 2018 1:24 pm

Re: LSunit add-in

Postby kokon1 » Thu Jun 28, 2018 3:50 am

What Information Criteria is using this package? Is it AIC or BIC? How I can choose it to be BIC? Thanks.

dakila
Posts: 329
Joined: Tue Nov 24, 2015 4:57 pm

Re: LSunit add-in

Postby dakila » Thu Jun 28, 2018 6:00 pm

There is no option to choose the information criteria. It uses t statistic to select lag length.


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