Zivot Andrew Add ins
Posted: Tue Mar 01, 2011 9:34 am
Dear Administrator,
I was wondering if you could explain the result of add ins Zivot Andrew. I run that add ins and find the result reject H0: has a unit root with structural break. When I looked at the paper of Zivot Andrew, they explai the null hypothesis is without the the break, or exclude the break. I think there is a difference here and that is fundamental. Would you please explain to me this. Many thanks.
Yours,
Wira
I was wondering if you could explain the result of add ins Zivot Andrew. I run that add ins and find the result reject H0: has a unit root with structural break. When I looked at the paper of Zivot Andrew, they explai the null hypothesis is without the the break, or exclude the break. I think there is a difference here and that is fundamental. Would you please explain to me this. Many thanks.
Yours,
Wira