Page 1 of 1

Unit Root test with two structural breaks

Posted: Sun Jun 20, 2010 7:31 am
by erhanmgl
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?

Re: Unit Root test with two structural breaks

Posted: Fri Aug 03, 2012 3:48 am
by JosePerles
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.

Re: Unit Root test with two structural breaks

Posted: Wed Feb 06, 2013 11:01 am
by Martin
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?

Re: Unit Root test with two structural breaks

Posted: Sat Sep 07, 2013 8:52 am
by amina2013
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

Re: Unit Root test with two structural breaks

Posted: Sat Sep 07, 2013 8:54 am
by amina2013
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!

Re: Unit Root test with two structural breaks

Posted: Thu Dec 14, 2017 1:39 pm
by aliyldrmelliuc
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

Re: Unit Root test with two structural breaks

Posted: Mon Jan 08, 2018 6:00 pm
by dakila
It's done. Try the LSunit add-in.