QMS Gareth wrote:There is no built in procedure for that.
THank you.
But could you tell me how should I go about it, if I wish to test structural break in cointegration(eviews)?
Also, is chow test good for testing such structural breaks?[
Search found 3 matches
- Tue Mar 02, 2010 9:34 am
- Forum: General Information and Tips and Tricks
- Topic: structural break test in cointegration
- Replies: 3
- Views: 6817
Re: structural break test in cointegration
THank you.
But could you tell me how should I go about it, if I wish to test structural break in cointegration(eviews)?
Also, is chow test good for testing such structural breaks?[
- Tue Mar 02, 2010 8:35 am
- Forum: General Information and Tips and Tricks
- Topic: structural break test in cointegration
- Replies: 3
- Views: 6817
structural break test in cointegration
Could you please tell me how to do a structural test in cointegration in eviews?
- Mon Mar 01, 2010 4:37 am
- Forum: General Information and Tips and Tricks
- Topic: Structural break tests help
- Replies: 12
- Views: 23204
Structural break tests help
how to do structural test in cointegration in EVIEWS?