Unit root test with two exogenous (known) structural breaks
Posted: 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
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