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
how to choose the model
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