On Mon, 16 Jul 2012, Sven Schreiber wrote:
Am 16.07.2012 12:31, schrieb JOSE FRANCISCO PERLES RIBES:
> Hi:
>
> Has anyone written any code to perform the Lumsdaine and Papell (1997)
> or Lee and Strazicich (2003) unit root test with two structural breaks?
Sorry for hijacking this thread, but IMHO this shows that it would be
useful to add categories (=tags/keywords) to the function package
repository. In the future when hopefully there are gazillions of
user-contributed packages it would be nice to be able to apply such a
filter to the list to find what you are looking for more easily.
Yes, good idea.
On the original question I think it's safe to say there's no such
code in the gfn repository at present -- although somebody,
somewhere may have coded such tests for their own use.
Allin