test bai and perron help plz
Posted: Fri Mar 24, 2017 5:52 pm
I need help
I want to estimate if there is a structrel change for a long-term relationship between two variables using the bai and perron break test (ud max and wdmax) and I do not know if the use of this test is coorecte in my case And that I can interpret my results or not
exemple
I want to estimate if there is a structrel change for a long-term relationship between two variables using the bai and perron break test (ud max and wdmax) and I do not know if the use of this test is coorecte in my case And that I can interpret my results or not
exemple