I am a new user of Eviews 7 and 8 and I am performing some time series analysis. I am doing a study on causality of Australia and other world equity indices. I want to perform the unit root tests, check for cointegration and subsequently check for granger causality. I performed the Bai Perron test and they indicate that the series ranging from 1990 to 2014 has 5 structural breaks. I used the methodology recommended on the Eviews 8 website.
As there is no unit root test for more than 2 tests that I have seen in literature

. I have settled for the use of the Lee Strazicich test. Can this be carried out in Eviews? I have only seen a Zivot Andrews add in, After the Lee strazicich test I want to perform cointegration tests using the method proposed by Hatemi. I can't find this on eviews. :( Is there a plugin to perform it or do I have to write a program for all these tests?
Please help. Any suggestions or advise is welcome