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Hi, I'm new to EViews 10 and saw that there is a new regression method called "Least Squares with Breakpoints" which splits the regression results based on bai-perron test for structural breaks. I have two questions on this: 1- What happens when one of the regressors is non-significant in ...

Follow up question. Can anyone help me with the intuition of the different option provided for the different cointegration test (i.e. trend, no trend, constant...) Is it better to test for cointegration using a trend in the equation when dealing with trend-stationary data. What factors would push me...

Hi, I'm working with a model in which my dependent variable is I(1), two of my independent variables are I(1), but my third independent variable is I(0), in this case, if I find that the model as a cointegrating vector (using Phillips-Ouliaris), is it still correct to have a model which include a I(...

This is exactly what I was looking for. Thanks for sharing this document!

Hi, I'm trying to build a model using 2 trend-stationary variables (my question is also valid for 1 trend-stationary and 1 unit root variables) and was wondering if the regular cointegration methods can be applied to this type of process? From what I understand, two variables are cointegrated if the...

Did you find the answer? I'm also puzzled by the use of cointegration methods on trend-stationary data. My understanding is that 2 variables can be cointegrated if they share a common stochastic trend, but is it also the case if they share a deterministic trend?

Thanks.