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- Tue Jul 23, 2013 1:37 am
- Forum: Econometric Discussions
- Topic: Testing for linearity using Sup Wald test
- Replies: 0
- Views: 3061
Testing for linearity using Sup Wald test
I am new to Eviews and am trying to test for threshold effects on my data (the spread between two prices). The paper I am reading suggests first testing under the assumption of stationarity in the data then testing under the assumption of unit root and partial unit root. Can anybody provide any insi...