Phillips Perron test

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terran190
Posts: 9
Joined: Fri Jan 29, 2010 10:11 am

Phillips Perron test

Postby terran190 » Fri Feb 26, 2010 9:32 am

Hi guys,

Can I ask how to choose the specification for PP test, with trend, no trend with constant or none? Cuz I saw in some papers, they record just the Intercept and Intercept & trend and some papers record all 3 types?
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