Checking stationarity by Phillips Perron Test in Eviews

Hello ReSeArChErS, This video will help to learn the process of applying Phillips-Perron Test of stationarity in Eviews. It is a Non-Parametric Test and it does Heteroskadasticity and Autocorrelation Consistency (HAC) correction to DF test statistic. It is good for large samples, but not considered a good test for small samples (Asymptotic assumption), Sensitive to structural Break (Use Zivot-Andrews Test) Learn and Share