In perron unit root test, when we have structural break in intercept, impose the DU (intercept dummy) and DTB (crash dummy).

In this situation, the result shows that the series has a unit root and then It is non-stationary series (DSP).

But when I refuse from imposing crash dummy, the result shows that the series has no unit root and It is TSP.

Now, the question is : We have to impose crash dummy in perron unit root test?

In general, what is the meaning of crash dummy if It was significant?

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