Hello all
I am looking for help. I have data with multiple structural breaks and don't know. Which test is suitable for unit root, I got advice that Zivot-Andrews can be used with data having structural breaks Unfortunately, I could not find the Stata syntax. I tested the unit root using the ADF test, but some research said it was not advisable to use it. Therefore, I am looking for help.
Thanks
Bolis
I am looking for help. I have data with multiple structural breaks and don't know. Which test is suitable for unit root, I got advice that Zivot-Andrews can be used with data having structural breaks Unfortunately, I could not find the Stata syntax. I tested the unit root using the ADF test, but some research said it was not advisable to use it. Therefore, I am looking for help.
Thanks
Bolis
