Lee and Strazicich multiplier unit root test

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ealtex
Posts: 4
Joined: Sun Mar 16, 2025 3:30 am

Lee and Strazicich multiplier unit root test

Postby ealtex » Sun May 04, 2025 6:19 am

In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?

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