Am I correct to state that
"For a linear relationship the application of Bai-Perron test with the critical values from Kejriwal-Perron is eqaul to the application of Kejriwal-Perron test"
Thank you in advance
Taufiq
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- Thu Dec 13, 2018 2:42 pm
- Forum: Structural Breaks and Switching Models
- Topic: Bai and Perron test vs Kejriwal and Perron test
- Replies: 1
- Views: 41652