ARMA-GARCH model with dummy variables for structural break?

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AgentRose
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Joined: Sat Apr 02, 2022 7:23 am

ARMA-GARCH model with dummy variables for structural break?

Postby AgentRose » Sun Apr 17, 2022 5:45 pm

Hi, I have identified an ARMA model (1,2) but I was wondering whether it is possible to include a dummy variable for a structural break on Eviews, and how would you forecast it?

How would you go about doing it?

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