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- Tue Mar 18, 2014 1:14 pm
- Forum: Estimation
- Topic: bai perron test
- Replies: 0
- Views: 1497
bai perron test
Hi, I have nonstationary variables (3 vars), but they are cointegrated in my model. Can I use bai perron test to identify structural breaks? If not, what are the methods I can use to test more than one unknown structural changes for nonstationary data? I also found that the EViews example for bai pe...
