Clemente-Montanes-Reyes unit root test
Posted: 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)?
Regards
Donihue
Regards
Donihue