Re: [Gretl-users] Unit roots and structural breaks
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Sven,
That's precisely what I was looking for, *the combination*. I'm fully aware
of the the ADF/KPSS tests etc and the structural break package, so not that
helpless. The perron97.inp script would be a good starting point. Thanks.
George
*"In God we trust, all others bring data."*
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Wednesday, 11 January
Wed, 11 Jan
8:22 p.m.
New subject: Unit roots and structural breaks
On Wed, 11 Jan 2017, George Matysiak wrote:
Sven,
That's precisely what I was looking for, *the combination*. I'm fully aware
of the the ADF/KPSS tests etc and the structural break package, so not that
helpless. The perron97.inp script would be a good starting point. Thanks.
OK, sorry!
Allin Cottrell
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George Matysiak