Bai and Perron test vs Kejriwal and Perron test
Posted: Thu Dec 13, 2018 2:42 pm
Am I correct to state that
"For a linear relationship the application of Bai-Perron test with the critical values from Kejriwal-Perron is eqaul to the application of Kejriwal-Perron test"
Thank you in advance
Taufiq
"For a linear relationship the application of Bai-Perron test with the critical values from Kejriwal-Perron is eqaul to the application of Kejriwal-Perron test"
Thank you in advance
Taufiq