English, Article edition: CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks Christopher F Baum

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Bookmark: http://trove.nla.gov.au/version/174296
Physical Description
  • code
Language
  • English

Edition details

Title
  • CLEMAO_IO: Stata module to perform unit root tests with one or two structural breaks
Author
  • Christopher F Baum
Physical Description
  • code
Notes
  • These routines perform the two-break unit root tests described by Clemente, Montañés, Reyes (1998) and the simpler one-break tests of Perron and Vogelsang (1992). They model both the additive outlier (AO) scheme and the innovational outlier (IO) schemes. These tests may be applied to single time series within panels with the if qualifier or the by prefix.
  • unit root, structural break, additive outlier, innovational outlier
  • RePEc:boc:bocode:s444302
Language
  • English
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