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- Sun Jun 20, 2010 7:31 am
- Forum: Estimation
- Topic: Unit Root test with two structural breaks
- Replies: 6
- Views: 16183
Unit Root test with two structural breaks
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 ...