Zivot Andrew Add ins

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Wira
Posts: 6
Joined: Mon Jan 18, 2010 3:18 pm

Zivot Andrew Add ins

Postby Wira » Tue Mar 01, 2011 9:34 am

Dear Administrator,
I was wondering if you could explain the result of add ins Zivot Andrew. I run that add ins and find the result reject H0: has a unit root with structural break. When I looked at the paper of Zivot Andrew, they explai the null hypothesis is without the the break, or exclude the break. I think there is a difference here and that is fundamental. Would you please explain to me this. Many thanks.

Yours,
Wira

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