Phillips et al Right Tailed Unit Root Tests

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blucey
Posts: 6
Joined: Wed Nov 08, 2006 2:48 pm

Phillips et al Right Tailed Unit Root Tests

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Looking for RATS code for the Phillips et al right Tailed Unit Root tests for explosive bubbles. the WP is here cowles.econ.yale.edu/P/cd/d18a/d1843.pdf ; a Matlab code is available here https://sites.google.com/site/shupingsh ... ects=0&d=1 and there is a eviews addin also available. But RATS would be nicer
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