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- Wed Aug 27, 2014 7:19 am
- Forum: Econometric Discussions
- Topic: structural break
- Replies: 1
- Views: 2509
Re: structural break
Hi, I'm researching the relationship between real oil prices and real exchange rates from Jan 1980 to Dec 2013. I've created two first difference log variables. Should I do a mutiple structural break test before I do the ADF test or vice versa? Some literature do it before and another after? So I'm ...