Hey,
I am doing a panel data study and I want to consider structural breakpoints of each country in my study. I need assistance for either R or Stata14 or Eviews9 codes.
I want to use the approach of Bai and Carrion-i-Silvestre (2009) panel unit root test with endogenous, heterogeneous breaks (in level and trend) and cross-sectional dependence.
Thank you!