unit root test with step dummy

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happylady
Posts: 5
Joined: Thu Jul 23, 2009 2:10 pm

unit root test with step dummy

Postby happylady » Fri Mar 23, 2012 7:23 am

DO we have to test the unit root for the step dummy??
my dummy is like 000000000000011111111111111. (Which equal to 0 from the period 1978-1991 and equal to 1 from the period 1992-2008).
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