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by Sidtech
Thu Mar 28, 2013 1:32 am
Forum: Add-in Support
Topic: PPURoot (Perron 1997 unit root test)
Replies: 19
Views: 28984

Re: PPURoot (Perron 1997 unit root test)

Hi, I woould like to know if the Perron (1997) structutal break unit root test implements the Additive Outlier Model or the Innovative Outlier Model ? Since in the options there is no option given regarding choice of either of the two models, I wish know which of the model has been implemented under...

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