how to choose the model

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addienasyamila
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Joined: Sat Nov 01, 2014 6:07 am

how to choose the model

Postby addienasyamila » Sun Nov 09, 2014 2:22 am

dear eviews administrator and everyone.

i've completed ZAURoot, PPURoot, and Gregory hansen test.
as bellow:
Zivot and perron: crash model, changing growth model, mixed model
gregory hansen: level shift, level shift with trend and regime shift

my questions are:

1: how to interpret the results of ZAURoot, PPURoot, and Gregory Hansen test.
2: As we know those test have 3 model for each. So what kind of submodel we use if we assume the data have trend, intercept, or both.

iam very pressed with time. i do hope your reply.
thankyou in advance!
dina

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