The RATS Software Forum

USA_BETA is dead flat for over half the sample. Clearly none of the DGP's involved in the Z-A or L-P tests is going to be even close to correct. Why do you want to test such a series for unit roots? Dear Tom. Sorry for the late reply I had a flu which kept me away from my work. This series is nothi...

Hello All, I need a code calculating bootstrapped p values for Lumsdaine and Papell (1997) test with 4 breakpoints. When I run the code (posted here) I have noticed that Lumsdaine Papell test allows more than 2 breakpoints. In the paper I have been working on one of the series seems to have 4 break...

Hello All, I need a code calculating bootstrapped p values for Lumsdaine and Papell (1997) test with 4 breakpoints. When I run the code (posted here) I have noticed that Lumsdaine Papell test allows more than 2 breakpoints. In the paper I have been working on one of the series seems to have 4 breakp...