Narayan and Popp 2010

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blucey
Posts: 6
Joined: Wed Nov 08, 2006 2:48 pm

Narayan and Popp 2010

Unread post 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.?
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Narayan and Popp 2010

Unread post by TomDoan »

I believe that's a special case of @PerronBreaks.
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