These files in this archive contain and data and software to
reproduce the results in the empirical addendum to the paper

	"Robust Rank Tests of the Unit Root Hypothesis"
	        Econometrica, (1997), 65, 133-161

			    by
		M.N. Hasan and Roger Koenker


The archive consists of the following files:

	uroot.R		containing R functions to compute the test statistics
			and including the Nelson-Plosser data in R format
	HK.R		R source file to compute the test statistics
	fig.R		R source file to generate the figures for the paper.		

To reproduce the results in the paper you would have to do the following in R:

	1.  source("uroot.R")	#reads data and functions into R
	2.  source("HK.R")	#computes array of test statistics
	3.  source("fig.R")	#generates plots in postscript format

Note that since the functions are written purely in R step (2) is rather slow,
remember that there are 48 test statistics being computed for each series.
Of course, use of the source files presumes that you have the quantreg
package installed for R.  The R files were adapted from the original S
files, which are still available  from 

	http://www.econ.uiuc.edu/~roger/research/uroot/uroot.html

