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st: How to perform KSS Non-linear Stationary Test?


From   xtian <[email protected]>
To   [email protected]
Subject   st: How to perform KSS Non-linear Stationary Test?
Date   Tue, 9 Jan 2007 17:51:56 +0800

Dear All,

This is Tian Xi. I'm a postgraduate student in Economics Department of Lingnan 
University at Hong Kong. Now I'm carrying a project about price convergence 
among provinces in China by myself. As the first step I want to adopt the 
Luukkonen et al.(1988) (LST) linearity test to determine whether the relative 
CPI exhibits linear or non-linear behavior, then I would like to perform the 
Kapetanois et al.(2003) (KSS) non-linear stationary test if the LST test 
indicate the presence of non-linearity. I am not very good at Stata 
programming, so I just inquiry who can explain to me the procedures how can I 
perform the LST and KSS test with Stata or send me the ado file to perform the 
tests. I will appreciate it very much if anyone could help me.

Thanks
Tian Xi

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