The RATS Software Forum

Thanks a lot for your prompt reply. Indeed, I am testing for unit roots allowing for structural breaks. So, unit root null should be rejected in every instance to accept the presence of broken trend stationary alternative. Since the null of unit root is not accepted even in one break case with my RA...

Dear Tom Doan, I am testing a few macroeconomic time series for multiple structural breaks. Your Codes on RATS/Estima fourm are brillant and I was able to run them but encountered problem due to critical values. Multiple structural break results(Lumsdaine and Papell, 1997) have accepted the Unit roo...