Bai-Perron test
Posted: 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 ??
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 ??