What trimming parameter does the ZAUroot add in apply?
Thanks!
Search found 3 matches
- Sat May 18, 2019 8:56 am
- Forum: Program Repository
- Topic: Zivot-Andrews Unit Root Test
- Replies: 36
- Views: 131699
- Sat May 18, 2019 8:45 am
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 181223
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!
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!
- Thu Apr 04, 2019 5:10 am
- Forum: Econometric Discussions
- Topic: Structural Breakpoint Analysis
- Replies: 0
- Views: 2519
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...