- Carmen González-Velasco added an answer:6What is reliable unit root test to be tested first before apply structural break test?
- Soumitra K Mallick added an answer:12Who are the top researchers in Behavioral finance?
- Soumitra K Mallick added an answer:6How do I calculate asset allocation policy of a mutual fund asset allocation?
- Victor Peirone added an answer:2Predetermined and endogenous variables in the Euler investment model?
- Soumitra K Mallick added an answer:5When should we use SUR instead of fixed or random effect model?
- Soumitra K Mallick added an answer:11Can anyone recommend good papers on market making and finance?
- Soumitra K Mallick added an answer:3Is it possible to effectively compare and rank the UK construction industry globally in terms of productivity?
- Soumitra K Mallick added an answer:8How do you measure money and liquidity in a financial market?
- Jan Leicht added an answer:4What is the difference between two tracking error calculations for passive mutual funds widely used in academia?
- Chifundo Mchowa added an answer:5Can a VAR model be used for estimation even when the stability test show that VAR is not stable?
- Soumitra K Mallick added an answer:4How do I test for time effects in cross section data?
- Soumitra K Mallick added an answer:4How to apply PCA on futures commodity (oil) ?
- Peter MacDough added an answer:8How can I connect technical rules and efficient market hypothesis with the theory of behavioral finance?
- Paul-Francois Muzindutsi added an answer:8Which is the best model for Event Study Methodology?
- Björn Stefánsson added an answer:5Is there any case study in resource allocation with game theory ?
- Patrick Navatte added an answer:6What is the effect of the securitization transactions on credit risk in an emerging economy?
- Dávid Zibriczky added an answer:22What do you think of the "health" of the Capital Asset Pricing Model?
- Soumitra K Mallick added an answer:6How are the benefits of asset management measured and tracked in your organisation?
- Soumitra K Mallick added an answer:9How do I do Logit regression with time-series data?
- Arian Razmi Farooji added an answer:5How can I manage Product Portfolio for Engineer-to-Order industries?
- Dávid Zibriczky added an answer:4Is anyone doing research on entropy and Stock market?
- Angel Marchev added an answer:3What is the primary instrument to measure different fund( pension, hedge and mutual fund) performance?
- Ghazi Al-Assaf added an answer:7If the time series data is stationary at a level, can we apply VAR?
- David M. Fields added an answer:4Is the Fed interest rate as a measure of the liquidity crisis is not appropriate?
- Jyoti Kumari added an answer:5In late nineties and early 2000 the vanishing dividends trend was prevailing, what is the trend today and why?
- Shivbhakta Joshi added an answer:7Can the coefficient of lagged debt variable be negative in capital structure model?
- Fabrício Pitombo Leite added an answer:9Are there any papers or books which examined historical change of the concept "hoarding"?
- Sigit Pramono added an answer:18Does transformation of microfinance institutions into regulated financial institutions increase accessibility of financing to the low income class?
- Duc Pham-Hi added an answer:4If you had to solve a Hamilton-Jacobi-Bellman equation and you only have to give a quick and dirty (sub optimal) solution, how would you proceed ?

I will employ the structural break test in my study to find the exact date of global financial crisis. But before apply the structural break, I will run for unit root first. My question, what is the reliable unit root test to testing for stationary if I apply the structural break test. In my research proposal, I use ADF test, PP test and KPSS test. Is it reliable? or should I employ the zivot-andrew test to exchange withthe KPSS test. Thank you for your helps.