* clem_X.do    16jul2004 CFBaum
* Program illustrating use of Clemente, Montanes, Reyes 
* structural break unit root tests
webuse m1gdp, clear
label var ln_m1 "log(M1), SA"
label var t "calendar quarter"
clemao1 ln_m1, graph
more
clemio1 D.ln_m1, graph
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clemao2 ln_m1 if tin(1959q1,2002q3), trim(0.10) maxlag(6) graph