This is GAUSS code and related dataset for East Asian countries. I wrote it for paper entitled: Stability of long-run Growth in East Asian Countries: Evidence from Panel Stationary Test with Structural Breaks. It runs Hadri and Rao (2008) panel stationary test that allows for (a) heterogeneity in form and date potential structural breaks in trend function, (b) the presence of cross-sectional dependence among members of the panel through bootstrap methods and (c) the presence of serially correlated errors. The code is based on Hadri and Rao (2008) and Carrion-i-Sivestre GAUSS codes.
Oxford Bulletin of Economics and Statistics (2022)
Matsuoka Hideaki