![]() Following illustration is only available in eviews 8 and onward, you can get demo version of eviews from eviews website. Minimum lagrange multiple unit root test with two structural breaks junsoo lee and mark c.īig picture a time series is nonstationary if it contains a unit root unit root. Evidence from univariate and panel unit root tests this paper revisits the dynamics of unemployment rate for 29 oecd countries over the period of 198020. We propose a simple testing procedure for unit root and model misspecification based on popps 2008 tstatistics and our newly proposed fstatistics. Structural breaks, unit root tests and long time series 1. Since my study uses panel data, i was interested in knowing as to which unit root test is best applicable to panels.
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