structural break test in cointegration
Moderators: EViews Gareth, EViews Moderator
structural break test in cointegration
Could you please tell me how to do a structural test in cointegration in eviews?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: structural break test in cointegration
There is no built in procedure for that.
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Re: structural break test in cointegration
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?[
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- EViews Developer
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Re: structural break test in cointegration
Google or Bing will do a better job of answering that question than we can...
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