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Dear Administrator, I was wondering if you could explain the result of add ins Zivot Andrew. I run that add ins and find the result reject H0: has a unit root with structural break. When I looked at the paper of Zivot Andrew, they explai the null hypothesis is without the the break, or exclude the b...

Dear all,
Anybody has Eviews program of ARDL approach cointegration of Pesaran Shin and Smith (2001)?
Would you please share it? Thanks.

Dear Eviews administrator, I was wondering if you could tell me what is the cointegration factor of Gregory Hansen test? I am thinking the result is like Johansen test result but it is not. The program results in only the break position and its statistical test. How many cointegration and the equati...

Dear Gareth,
What about the equation with constant and a trend? Is it in line with Bai Perron (1998) algorithm or their theory?
Thanks.

Hi Gareth and everyone, I found the BP test can work with AR(1) equation, is it right? I found a paper Atkins(2002) that using AR(1) model. Is it different algorithm? Can we use equation with trend such as y=a0+a1@trend ? OR only a constant as a proxy of the mean such as y=a0 ? Please enlighten me. ...

Hi, could you please explain to me how to find the Bai Perron code of R? How to call it in Eviews? Sorry for this silly questions. I am a beginner in R. Thanks.