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- Sun Oct 29, 2017 6:13 am
- Forum: Bug Reports
- Topic: Unit Root test with structural break
- Replies: 3
- Views: 5052
Unit Root test with structural break
Hello, I am using Eviews 10. I have ran the following code: y.buroot(exog=trend, break=both, trim=10, breakmethod=abstrend) It returns the test's results with the Break Selection based on Minimizing Dickey-Fuller t-statistic where it should be based on Maximizing the trend break abs-t-statistic. Ple...