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by amitoss
Sun Apr 14, 2019 9:55 am
Forum: Estimation
Topic: Structural breaks - State Space Method.
Replies: 2
Views: 445

Re: Structural breaks - State Space Method.

Yes you can . You have to reformulate your model by adding a structural component to it. See pg 3 below:

https://pdfs.semanticscholar.org/0a06/3 ... 54c257.pdf

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