LSunit add-in

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dakila
Posts: 294
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: 294
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.


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