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Narayan and Popp 2010

Posted: Thu Sep 08, 2016 11:23 am
by blucey
Does anyone have code for the test in Narayan, P.K., and Popp, S., (2010) A new unit root test with two structural breaks in level and slope at unknown time, Journal of Applied Statistics, 37, 1425-1438.?

Re: Narayan and Popp 2010

Posted: Thu Sep 08, 2016 12:42 pm
by TomDoan
I believe that's a special case of @PerronBreaks.