I wonder if there is a way to print the KPSS test equation? A second question is what bandwidth selection is used in these tests. Is it Newey-West, Andrews automatic or something else? Best regards
PS. I also wonder if a constant and a time trend is included in the KPSS tests so that the tests are conditional on the exogenous variables or not?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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