Dummy in ADF-test

[h0ps]

Hi

I would like to test for a unit root in a time series but I want to add a dummy variable due to possible structural breaks. Is there anyway to perform this in eviews 7.2?

Thx

[h0ps]

(Or maybe if there is some kind of endougenous instead of exogenous test that would be better - I think Perron may have done something but I'm not sure)

[h0ps]

Woops - regarding the endogenous test I think I have to look for something lik Zivot Andreas (just what google tells me)

[EViews Glenn]

You could certainly add the dummy variables and run your own ADF regression then use the critical values from the published Perron papers for the exogenous case. There is an EViews add-in that does Zivot-Andrews which you can download. I don't think that it requires 8.

[h0ps]

How do I add this add-in?

[EViews Gareth]

http://www.eviews.com/Addins/addins.shtml