This is a replication for the unrestricted break models from Papell and Prodan(2006), "Additional Evidence of Long Run Purchasing Power Parity with Restricted Structural Change", Journal of Money, Credit and Banking
, vol. 38, no 5, 1329-1349. This uses the @PerronBreaks procedure
with one and two breaks. (@PerronBreaks
was updated in September 2011).
The QPPP models are unit root tests with non-trending deterministics and additive mean shifts (AO=MEAN option), while the TQPPP models use trending deterministics with additive mean shifts (AO=CRASH option).