Qu & Perron (2007) multiple structural break testing
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Qu & Perron (2007) multiple structural break testing
This thread is about the sysmbreak add-in which performs estimation and tests of multiple structural changes in a system of equations.
Re: Qu & Perron (2007) multiple structural break testing
I download this thread and I just want to use this method to estimate two-variables VAR model. The lag is 1, and I just do not know how to use this instrument to conduct the test. can you give me some tips on how to use it? for instance, how to fill the dependent variables and regressors as well as the selection matrix. and what options do I need to choose on the RHS. Thank you so much.
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