I found the following website very useful:
https://davegiles.blogspot.in/2015/01/a ... ews-9.html
Hope this helps. :)
Search found 2 matches
- Mon Aug 15, 2016 6:14 am
- Forum: Econometric Discussions
- Topic: ARDL Estimation
- Replies: 1
- Views: 3976
- Tue Jun 07, 2016 7:41 am
- Forum: Econometric Discussions
- Topic: Breakpoint unit root test with unknown break date
- Replies: 0
- Views: 3099
Breakpoint unit root test with unknown break date
The Eviews Guide II (page 543) states the following: "If the break date is estimated, the test statistics considered here do not permit a breaking trend under the null." But when I ran the test with breaking trend (break selection: minimize Dickey-Fuller t-statistic) I did get the results ...