Phillips Perron test
Posted: Fri Feb 26, 2010 9:32 am
Hi guys,
Can I ask how to choose the specification for PP test, with trend, no trend with constant or none? Cuz I saw in some papers, they record just the Intercept and Intercept & trend and some papers record all 3 types?
Can I ask how to choose the specification for PP test, with trend, no trend with constant or none? Cuz I saw in some papers, they record just the Intercept and Intercept & trend and some papers record all 3 types?