Hadri and Rao Panel Unit root Test

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
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allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

Hadri and Rao Panel Unit root Test

Unread post by allister »

Hi Tom
I hope that this email meets you in good spirit and health. I recently came across a paper "EU MEMBERSHIP AND THE STATIONARITY OF BUDGET DEFICITS" during my search panel data models with structural breaks. In reading the paper i noticed that in the footnote on page 12 I noticed that the authors mentioned that the code provided by Professor Rao was modified to RATS.

I was wondering if by any chance you know of this code and if you do is it in the forum posts

I would be most grateful for any help you can extend in this regard.


Thanks Tom
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Hadri and Rao Panel Unit root Test

Unread post by TomDoan »

Have you checked with the authors?
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