a spelling error
Posted: Sat Nov 09, 2019 6:30 am
Dear Tom:
In Chapter 11: Switching/Break Models, user's guide, page 377, Unit Root Tests with Breaks: UNITROOTBREAK.RPF example, break points (1939 for @LSUNIT, 1940 for @LPUNIT and 1936 for @PERRONBREAKS). Is a spelling error? When I run UNITROOTBREAK.RPF, I get 1939:01 for @PERRONBREAKS, same with result for @LSUNIT.
Best regard
Hardmann
In Chapter 11: Switching/Break Models, user's guide, page 377, Unit Root Tests with Breaks: UNITROOTBREAK.RPF example, break points (1939 for @LSUNIT, 1940 for @LPUNIT and 1936 for @PERRONBREAKS). Is a spelling error? When I run UNITROOTBREAK.RPF, I get 1939:01 for @PERRONBREAKS, same with result for @LSUNIT.
Best regard
Hardmann