*! tarur.ado — Dispatcher for the TARUR Stata library *! Author: Dr. Merwan Roudane *! *! Stata port of the Python TARUR library: nonlinear unit-root, *! cointegration, and linearity tests with embedded critical values. *! *! Usage: *! tarur kss y, case(demeaned) maxlags(8) lagmethod(aic) *! tarur kruse y, ... *! tarur sollis2009 y, ... *! tarur sollis2004 y, model(A) maxlags(8) *! tarur huchen y, ... *! tarur endersgranger y, ... *! tarur lnv y, model(A) maxlags(8) lagmethod(aic) *! tarur vougas y, model(A) ... *! tarur harveymills y, model(A) ... *! tarur cookvougas y, model(A) ... *! tarur kilic y, ... *! tarur parkshintani y, ... *! tarur pascalau y, ... *! tarur cuestasgarratt y, ... *! tarur cuestasordonez y, ... *! tarur ksscoint y x, ... *! tarur enderssiklos y x, ... *! tarur terasvirta y, d(1) *! tarur arch y, lags(4) *! tarur mcleodli y, lags(12) *! tarur runall y, case(demeaned) maxlags(8) program define tarur version 14.0 gettoken sub 0 : 0, parse(" ,") if "`sub'" == "" { di as text "TARUR — Nonlinear Unit Root Testing Library for Stata" di as text "Available subcommands:" di as text " kss kruse sollis2009 sollis2004 huchen endersgranger" di as text " lnv vougas harveymills cookvougas kilic parkshintani" di as text " pascalau cuestasgarratt cuestasordonez" di as text " ksscoint enderssiklos" di as text " terasvirta arch mcleodli" di as text " runall" di as text "See: help tarur" exit 0 } quietly tarur_init local sub = lower("`sub'") if "`sub'" == "kss" { tarur_kss `0' } else if "`sub'" == "kruse" { tarur_kruse `0' } else if "`sub'" == "sollis2009" { tarur_sollis2009 `0' } else if "`sub'" == "sollis2004" { tarur_sollis2004 `0' } else if "`sub'" == "huchen" { tarur_huchen `0' } else if "`sub'" == "endersgranger" { tarur_endersgranger `0' } else if "`sub'" == "lnv" { tarur_lnv `0' } else if "`sub'" == "vougas" { tarur_vougas `0' } else if "`sub'" == "harveymills" { tarur_harveymills `0' } else if "`sub'" == "cookvougas" { tarur_cookvougas `0' } else if "`sub'" == "kilic" { tarur_kilic `0' } else if "`sub'" == "parkshintani" { tarur_parkshintani `0' } else if "`sub'" == "pascalau" { tarur_pascalau `0' } else if "`sub'" == "cuestasgarratt" { tarur_cuestasgarratt `0' } else if "`sub'" == "cuestasordonez" { tarur_cuestasordonez `0' } else if "`sub'" == "ksscoint" { tarur_ksscoint `0' } else if "`sub'" == "enderssiklos" { tarur_enderssiklos `0' } else if "`sub'" == "terasvirta" { tarur_terasvirta `0' } else if "`sub'" == "arch" { tarur_arch `0' } else if "`sub'" == "mcleodli" { tarur_mcleodli `0' } else if "`sub'" == "runall" { tarur_runall `0' } else { di as error "Unknown subcommand `sub'. See help tarur." exit 198 } end