Testing for unit roots in the presence of structural change IRAN – GREECE CPI case
In this thesis we consider different tests for unit roots in the presence of structural change. We present the theory that lies behind unit roots, what we mean by structural change and try to detect the instances that “breaks” occur in the data. When performing a unit root test, when there is a structural change the results are biased toward accepting a unit root. Therefore, special care must be t
