Hi,
Does anyone have codes for the following tests:
1. Bai & Perron (1995, 2003) tests for structural breaks
2. Lumsdaine & Papell (1997) test for unit roots with structural breaks.
Thank you.
Regards,
Timo Henckel
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Timo Henckel
Postdoctoral Fellow
Asia-Pacific School of Economics and Government (APSEG)
The Australian National University (ANU)
Canberra ACT 0200
Australia
Tel: +61-2-61255540
Fax: +61-2-61255570
Email: [email protected]
Webpage: http://apseg.anu.edu.au/staff/thenckel.php
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