Search found 1 match

by Jose
Sat Apr 26, 2008 12:10 pm
Forum: Structural Breaks and Switching Models
Topic: unit root test with 2 structural breaks
Replies: 3
Views: 11240

Doubt Lee-Strazicich Unit Root

Hello TomDoan! I'm using the procedure of rats to "Lee-Strazicich Unit Root" and I have a doubt about the output. An Example: Lee-Strazicich Unit Root Test, Series QCVEN Regression Run From 1971:03 to 2006:04 Observations 141 Crash Model with 1 breaks With 1 chosen from 5 Variable Coeffici...