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- Thu Mar 28, 2013 1:32 am
- Forum: Add-in Support
- Topic: PPURoot (Perron 1997 unit root test)
- Replies: 19
- Views: 42718
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...