Hello,
I need help to conduct Zivot Andrews Unit Root Test at level and First differencing.
I can only carryout the test without specifying whether it is level, first difference or so.
Can someone assist, please.
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- Sat Mar 13, 2021 11:56 pm
- Forum: Estimation
- Topic: ZIVOT ANDREWS UNIT ROOT TEST
- Replies: 1
- Views: 3335