Search found 1 match
- Tue Mar 26, 2013 10:13 pm
- Forum: Add-in Support
- Topic: ZAURoot (Zivot-Andrews Unit Root test)
- Replies: 89
- Views: 182538
Re: ZAURoot (Zivot-Andrews Unit Root test)
Dear Gareth, When I apply the ZAURoot add-in the printout says that "Null Hypothesis: LNGDPPC has a unit root with a structural break ...". Why is that? Isn't the null hypothesis a random walk without structural break? Kind regards, László Is there any confirmation on this? the ZA (1992) ...