Hello,
Which stata syntax can I use for the Perron and Vogelsang (1992) unit root test? I have tried the unit root help files but I cannot trace it
I have only seen the syntax for the Clemente, Montanes and Reyes (CMR) test
Which stata syntax can I use for the Perron and Vogelsang (1992) unit root test? I have tried the unit root help files but I cannot trace it
I have only seen the syntax for the Clemente, Montanes and Reyes (CMR) test

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