Lee-Strazicich (LS) multiplier unit root test
Posted: Sun May 04, 2025 6:21 am
Hi,
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?
In the LS structural unit root test, if the series is found to have a unit root at level, and the test is repeated using the first-differenced series, is to use only Model A?