Last modified: 2002 Jan 14
Junsoo Lee's Unit Root Routines
All in a .zip file (urootlee.zip)
Amsler and Lee (1995, Econometric Theory) LM unit root test (AL.txt)
Data Set (panelcri.dat)
Lumsdain and Papell (1997, Restat) minimum LM unit root test with two breaks (LPtwo.txt)
Augmented Dickey Fuller Tests (adf.txt)
Zivot and Andrews (1991, JBES) (za.txt)
Transformation tests using Fixed truncation lag (sp1.txt)
KPSS test (kpss.txt)
Lee and Strazicich (1999, WP) (LS.txt)
Lee and Strazicich (1999, WP) (LStwo.txt)
Perron (1989, Econometrica) (perron.txt)
Im and Lee, Panel LM Unit Root Test with Level Shifts, WP, 2001 (Panel_SP.txt)
Panel LM test with breaks (panel_ls.txt)
Lee and Strazicich Min LM test with two breaks (Panel_tw.txt)