Program Downloads

Tests for Unit Roots

 The DF-GLS test from ERS is programmed in STATA (STATA page with download) and also in EVIEWS (http://www.eviews.com/eviews6/eviews6/features/ev6features3.html).

Tests for Breaks

The qll statistic of Elliott and Mueller (2006, Review of Economic Studies) is programmed in Stata by Christopher Baum (the program can be downloaded from SSRN at http://ideas.repec.org/c/boc/bocode/s456862.html)