Search found 3 matches

by abby_d
Sat May 18, 2019 8:56 am
Forum: Program Repository
Topic: Zivot-Andrews Unit Root Test
Replies: 36
Views: 49469

Re: Zivot-Andrews Unit Root Test

What trimming parameter does the ZAUroot add in apply?
Thanks!
by abby_d
Sat May 18, 2019 8:45 am
Forum: Add-in Support
Topic: ZAURoot (Zivot-Andrews Unit Root test)
Replies: 89
Views: 84553

Re: ZAURoot (Zivot-Andrews Unit Root test)

Hi,

What trimming perentage does the ZAUroot add in employ? If I understand correctly, the test requires that the first and last observations are excluded from the procedure, right?

Would very much appreciate a quick response!
by abby_d
Thu Apr 04, 2019 5:10 am
Forum: Econometric Discussions
Topic: Structural Breakpoint Analysis
Replies: 0
Views: 374

Structural Breakpoint Analysis

Dear all, I want to perform a structural breakpoint analysis of time series data and since I'm quite new to the topic, I have a few questions... First: when I did the Bai, Perron test, that allows for multiple breaks, in my output I was told there is only 1 break. Does that mean, I'd be better off d...

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