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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