Narayan and Popp 2010
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blucey
- Posts: 6
- Joined: Wed Nov 08, 2006 2:48 pm
Narayan and Popp 2010
Does anyone have code for the test in Narayan, P.K., and Popp, S., (2010) A new unit root test with two structural breaks in level and slope at unknown time, Journal of Applied Statistics, 37, 1425-1438.?
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TomDoan
- Posts: 7825
- Joined: Wed Nov 01, 2006 4:36 pm
Re: Narayan and Popp 2010
I believe that's a special case of @PerronBreaks.