The RATS Software Forum

Good morning

I would like to know if there is any RATs code for testing unit roots in an ST framework. I see RATS provide the KSS one, but I would like to know if more recent ones, as Sollis (2009) test is also available.

Thank you beforehand.

Please give full references.

This is the reference:

Sollis, R. (2009), "A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries", Economic Modelling, 26, 118-125.

Thank you.

Isn't that basically the same as KSS, but you use a joint test on the 3rd and 4th powers (rather than a test just on the 3rd power)?