Clemente-Montanes-Reyes unit root test

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donihue
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Joined: Wed Oct 07, 2009 8:51 am

Clemente-Montanes-Reyes unit root test

Postby donihue » Tue Nov 24, 2009 7:14 am

Would anyone have a code for the Clemente-Montanes-Reyes unit root test, which also alows for two structural breaks (it is implemented in Stata as "clemao" or "clemio", depending on form)?

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Donihue
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