unit root with multiple structural breaks
Posted: Wed Dec 22, 2021 3:18 am
I want to use
-Narayan and Popp (2010) unit root test with two endogenous breaks.
-LM unit root test of Lee and Strazicich (2003) which can accommodate two breaks in the intercept and the slope.
-KPSS stationarity test of Carrion-i-Silvestre and Sansó (2007) with two endogenous breaks in the intercept and trend.
Also, I want to use
-Panel Kwiatkowski–Phillips–Schmidt–Shin (KPSS) stationarity test with multiple breaks (Carrion-i-Silvestre, Barrio-Castro, and Lopez-Bazo 2005).
- LM unit root test with structural breaks (Im, Lee, and Tieslau 2005).
Please let me know how to use these tests in Eviews.
-Narayan and Popp (2010) unit root test with two endogenous breaks.
-LM unit root test of Lee and Strazicich (2003) which can accommodate two breaks in the intercept and the slope.
-KPSS stationarity test of Carrion-i-Silvestre and Sansó (2007) with two endogenous breaks in the intercept and trend.
Also, I want to use
-Panel Kwiatkowski–Phillips–Schmidt–Shin (KPSS) stationarity test with multiple breaks (Carrion-i-Silvestre, Barrio-Castro, and Lopez-Bazo 2005).
- LM unit root test with structural breaks (Im, Lee, and Tieslau 2005).
Please let me know how to use these tests in Eviews.