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.
cheers,
sven