Included are the procedure adunit.g, adunit.rdme
which discussed installation
and the estimation procedure, and adunit.tex
which also discussed the estimation and
testing procedure. The procedure implementsadaptive
unit root tests discussed in
O. Beelders(98), "Adaptive Unit Root Tests",
Working Paper, Emory University.
The error density is assumed to be symmetric
about zero.
Download in Text format: download
adunit.g
download
readme file
download
adunit.tex