I can't thank you enough for your reply helping me alot with my work!
Ana
Search found 2 matches
- Wed Feb 06, 2008 6:37 pm
- Forum: Structural Breaks and Switching Models
- Topic: unit root test with 2 structural breaks
- Replies: 3
- Views: 11490
unit root test with 2 structural breaks
Hi TomDoan,
I can't thank you enough for your reply helping me alot with my work!
Ana
I can't thank you enough for your reply helping me alot with my work!
Ana
- Fri Jan 18, 2008 5:23 pm
- Forum: Structural Breaks and Switching Models
- Topic: unit root test with 2 structural breaks
- Replies: 3
- Views: 11490
unit root test with 2 structural breaks
Hi, I am struggling with my PhD and was really hoping someone would be kind enough to share with me a code for implementing unit root test with 2 structural breaks, as the one described in either "Multiple trend breaks and the unit-root hypothesis" by Lumsdaine and Papell (1997), or in &qu...