Panel Unit root and cointegration with Structural breaks

[vipul_ricky]

Dear Moderator,

Is it possible to have a panel unit root and cointegration test with single or multiple structural breaks in rats.

[vipul_ricky]

I am still waiting for the reply.......

[moderator]

Please note that this forum is primarily a discussion site for RATS users. Although we (the staff at Estima) do answer questions fairly frequently, if you want to be sure to receive an answer from Estima Technical Support, you should email your question to us at:

support@estima.com

Also, you posted your question in the wrong thread. Please note that (as indicated in the main forum index), the "RATS Procedures" forum is to be used for posting complete RATS "procedures". I'll be moving the thread to the correct forum, where there is a much better chance that others may be able to help.

With respect to the question, I would assume it is possible to implement such a test in RATS. Off hand, I don't recall seeing any code for doing it however.

Regards,
Tom Maycock