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  • Modified Dickey–Fuller t test ( DF-GLS ) test for unit roots test for multiple structural breaks

    Hello all
    my questions are :
    1. can I use the modified Dickey-Fuller Generalized Least Sequare (DFGLS) to test for unit roots with multiple breaks instead of Zivot-Andrews which I account for a single break in the data or is there another test I can use?
    2. is it advisable to use a standard ADF test for the same data with multiple breaks after creating a break as a dummy variable?
    Noted that I have data with multiple breaks in three years.

    Thanks

    Bolis
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