test bai and perron help plz

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Amineraja
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Joined: Wed Dec 31, 2014 9:33 pm

test bai and perron help plz

Postby Amineraja » Fri Mar 24, 2017 5:52 pm

I need help
I want to estimate if there is a structrel change for a long-term relationship between two variables using the bai and perron break test (ud max and wdmax) and I do not know if the use of this test is coorecte in my case And that I can interpret my results or not

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