unit root & TAR model
Posted: Wed Sep 25, 2013 4:14 am
Hello
I want to estimate a TAR model. Can I do a usual ADF unit root or must I do a unit root with structural break? Pleas help me. Thank you very much.
Best regards.
I want to estimate a TAR model. Can I do a usual ADF unit root or must I do a unit root with structural break? Pleas help me. Thank you very much.
Best regards.