unit root & TAR model

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ecomary
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Joined: Mon Jul 22, 2013 7:44 am

unit root & TAR model

Postby ecomary » Wed Sep 25, 2013 4:14 am

Hello
I want to estimate a TAR model. Can I do a usual ADF unit root or must I do a unit root with structural break? Pleas help me. Thank you very much.
Best regards.
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