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- Fri Jun 03, 2011 6:43 pm
- Forum: Econometric Discussions
- Topic: strucutral change before doing a VAR.
- Replies: 0
- Views: 1608
strucutral change before doing a VAR.
Does somebody knows how to correct a structural change in a stationary series before doing the unit root test? I already know that if the series is stationary is posible to do the VAR. But I`m sure that there is a structural change affecting only one of my series that are going into the VAR, so i wa...