unit root test with step dummy
Posted: 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).
my dummy is like 000000000000011111111111111. (Which equal to 0 from the period 1978-1991 and equal to 1 from the period 1992-2008).