Bai-Perron test

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john1990
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Joined: Fri Apr 01, 2016 1:54 am

Bai-Perron test

Postby john1990 » Thu May 05, 2016 12:08 am

Hi
I have a question about Bai-Perron test, which is discussed in the website http://www.eviews.com/EViews8/ev8ecmbreak_n.html

If my data is trending , should I regress it on both constant and trend or should I detrend the data and then perform the test ??
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