A SAS macro for examining stationarity under the presence of up to m endogenous structural breaks with an application on EU28 agri-food exports
by Dimitrios Dadakas
International Journal of Computational Economics and Econometrics (IJCEE), Vol. 12, No. 3, 2022

Abstract: I present a SAS macro that allows the examination of stationarity under the presence of up to m, endogenously determined, structural breaks using the methodology presented by Kapetanios (2005). The computationally intensive grid-search procedure allows researchers with minimum programming skills to easily apply the macro to the scope of their research. I demonstrate the macro using EU28 exports of agri-food products, HS categories 1 through 24. The code prepares a report of the results in PDF format.

Online publication date: Fri, 13-May-2022

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