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- Wed Jul 10, 2013 6:29 pm
- Forum: Econometric Discussions
- Topic: How to estimate a structural break when using FMOLS?
- Replies: 0
- Views: 2213
How to estimate a structural break when using FMOLS?
Hello, I am working on estimating wealth effect(or consumption function?) with Eviews8. My question is, when a structural break is likely to be around the late 1999 in regime (I mean, a shift in regime - according to Gregory-Hansen), is it OK to just enter elements such attached? (consum= consumptio...