### Structural breaks - State Space Method.

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**Sun Apr 14, 2019 2:13 am**Hello, I've estimated the following model

@ename e1

@ename e2

@ename e3

@evar var(e1) = exp(c(1))

@evar var(e2) = exp(c(2))

@evar var(e3) = exp(c(3))

@signal var1 =c(4) + beta*var1(-1) + gamma*var2+ e1

@state gamma = gamma(-1) + e2

@state beta = beta(-1) + e3

The trend in gamma seems to exhibit multiple structural breaks(by mere eyeballing)

Is there any way I can econometrically estimate when(the specific years) the structural breaks had occurred?

Thanks.

@ename e1

@ename e2

@ename e3

@evar var(e1) = exp(c(1))

@evar var(e2) = exp(c(2))

@evar var(e3) = exp(c(3))

@signal var1 =c(4) + beta*var1(-1) + gamma*var2+ e1

@state gamma = gamma(-1) + e2

@state beta = beta(-1) + e3

The trend in gamma seems to exhibit multiple structural breaks(by mere eyeballing)

Is there any way I can econometrically estimate when(the specific years) the structural breaks had occurred?

Thanks.