Unit Root test with two structural breaks

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

erhanmgl
Posts: 1
Joined: Mon Mar 15, 2010 1:05 pm

Unit Root test with two structural breaks

Postby erhanmgl » Sun Jun 20, 2010 7:31 am

I have been searching to get some clue for unit root test with two structural breaks. Referring to Lee and Strazicich (2003), LM Test for unit root with two endogenous structural breaks, I get some Gauss Codes from the link below.
http://www.cba.ua.edu/~jlee/gauss , so is there anybody who can help me running unit root test with two endogenous structural breaks or at least import Gauss codes to eviews easily?

JosePerles
Posts: 6
Joined: Thu Jul 05, 2012 8:18 am

Re: Unit Root test with two structural breaks

Postby JosePerles » Fri Aug 03, 2012 3:48 am

Hi,
Finally you get the solution at your post? At this moment I need to implement LS test with two structural breaks for a annual data serie, and I have not seen this test in Eviews, and I think that neither R package contains it, only in RATS or Gauss. Has somebody a code for this test?.
Best regards.

Martin
Posts: 11
Joined: Wed Apr 08, 2009 12:05 pm

Re: Unit Root test with two structural breaks

Postby Martin » Wed Feb 06, 2013 11:01 am

Looking to do a LM Test for unit roots. Appears this old post never got an answer. Can one of you eviews experts help us out?

amina2013
Posts: 2
Joined: Wed Sep 04, 2013 8:38 am

Re: Unit Root test with two structural breaks

Postby amina2013 » Sat Sep 07, 2013 8:52 am

Hi :)
Can you Help me pleaaaaaaaaaase :cry:
So I need to use the unit root test of Lee and Strazicih (2003).
In fact, I'm working on the sustainability of the budget deficit (time series) and I need to apply this unit root test (with two endogenous structural breaks).
Has somebody a code for this test?
Thank you in advanced!

amina

amina2013
Posts: 2
Joined: Wed Sep 04, 2013 8:38 am

Re: Unit Root test with two structural breaks

Postby amina2013 » Sat Sep 07, 2013 8:54 am

Hi :)
Can you Help me pleaaaaaaaaaase :cry:
So I need to use the unit root test of Lee and Strazicih (2003).
In fact, I'm working on the sustainability of the budget deficit (time series) and I need to apply this unit root test (with two endogenous structural breaks).
Has somebody a code eviews for this test?
Thank you in advanced!

aliyldrmelliuc
Posts: 1
Joined: Tue Dec 12, 2017 6:34 pm

Re: Unit Root test with two structural breaks

Postby aliyldrmelliuc » Thu Dec 14, 2017 1:39 pm

Hi guys,
Is there anyone who has codes for eviews 9 to test LM Unit Root Test with two structural break (Lee and Strazicich 2003)
I found some codes at the link below but i dont know they could be useful for my doing that test
https://sites.google.com/site/junsoolee/codes

dakila
Posts: 311
Joined: Tue Nov 24, 2015 4:57 pm

Re: Unit Root test with two structural breaks

Postby dakila » Mon Jan 08, 2018 6:00 pm

It's done. Try the LSunit add-in.


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 4 guests