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st: Panel LM Unit Root Test with Heterogenous Structural Breaks


From   "Burak Darbaz" <[email protected]>
To   <[email protected]>
Subject   st: Panel LM Unit Root Test with Heterogenous Structural Breaks
Date   Mon, 1 Mar 2010 17:35:27 +0000

Hello,

Does anybody have a code for Im, Lee & Tieslau (2005) panel LM unit root
test with het. structural breaks? I need it for testing unemployment
hysteresis as a part of my empirical project. I was able to find Gauss and
RATS codes but no chance for STATA. Otherwise, is there any alternatives
(besides clemao_io and zandrews)?

Thanks a lot,

Regards

Burak Darbaz

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