Hello GRETL users: Is there an implementation of the Perron test for unit roots in GRETL?
on the menu, I see the following tests adf, adf-gls, and KPSS. The Perron test is not in the menu; are there reasons for not using it? Thanks, -- Charles
Hello GRETL users: Is there an implementation of the Perron test for unit roots in GRETL?
on the menu, I see the following tests adf, adf-gls, and KPSS. The Perron test is not in the menu; are there reasons for not using it? Thanks, -- Charles