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by junider
Tue Mar 18, 2014 1:14 pm
Forum: Estimation
Topic: bai perron test
Replies: 0
Views: 1497

bai perron test

Hi, I have nonstationary variables (3 vars), but they are cointegrated in my model. Can I use bai perron test to identify structural breaks? If not, what are the methods I can use to test more than one unknown structural changes for nonstationary data? I also found that the EViews example for bai pe...

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