st: Clemente, Montanes, Reyes unit root tests with structural breaks

[Kit Baum <kitbaum@mac.com>]

TITLE
      'CLEMAO_IO': module to perform unit root tests with one or two 
structural breaks

DESCRIPTION/AUTHOR(S)

      These routines perform the two-break unit root tests described by
      Clemente, Montanes, Reyes (1998) and the simpler one-break tests
      of Perron and Vogelsang (1992). They model both the additive
      outlier (AO) scheme and the innovational outlier (IO) schemes.

      Distribution-Date: 20040714

      Author: Christopher F Baum, Boston College
      Support: email baum@bc.edu

Available from SSC.

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