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Hi trubador, thanks for you reply. I appreciate that you help me and people a lot in this forum and that you shared a part of your experience. I read about the Gregory Hansen approach, thanks for providing the scheme. I am sure I will have some more questions in that regard :) Again, many thanks, it...

Hi trubador the purpose is the evaluation of price transmission in different swedish grain markets. I try to evaluate how the prices in Sweden, Danmark and France are moving together in a long-run relationship via VECM/Engle and Granger 1987. Furthermore, I want to detect a structural break in the e...

Dear forum members, I am facing problems in order to interpolate data in a dataset about danish wheat prices. Right now I have weekly data ranging from 2005 to 2013. My problem is that some values are missing and I dont know how to handle that without loosing too much information of the data set. Th...