Hi,
I am looking for the Stata code of the Lee & Strazicich unit root test from the following paper if it is available.
Lee, J. and M. C. Strazicich (2003). "Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks". In: The Review of Economics and Statistics 85.4, pp. 1082-1089.
Or it would also work for me, the Kim & Perron unit root test.
Kim, D. & P. Perron (2009) Unit root tests allowing for a break in the trend function under both the null and alternative hypotheses. Journal of Econometrics 148, 1–13.
Thank you in advance,
Jesús
I am looking for the Stata code of the Lee & Strazicich unit root test from the following paper if it is available.
Lee, J. and M. C. Strazicich (2003). "Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks". In: The Review of Economics and Statistics 85.4, pp. 1082-1089.
Or it would also work for me, the Kim & Perron unit root test.
Kim, D. & P. Perron (2009) Unit root tests allowing for a break in the trend function under both the null and alternative hypotheses. Journal of Econometrics 148, 1–13.
Thank you in advance,
Jesús
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