Unit root test with two exogenous (known) structural breaks

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JosePerles
Posts: 6
Joined: Thu Jul 05, 2012 8:18 am

Unit root test with two exogenous (known) structural breaks

Postby JosePerles » Fri Apr 29, 2016 6:09 am

Dear list:
Somebody has an eviews code to extend the Perron (1989) unit root test with one exogenous (known) structural break to allow for two exogenous structural breaks? I want to perform this kind of test because I suspect where clearly my series are broken.
Thanks.
José

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